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Introduction to the Mathematics of Finance: From Risk Management to Options Pricing
Paperback
Series: Undergraduate Texts in Mathematics
Investing & FinanceGeneral MathematicsProbability & Statistics
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ISBN13: 9780387213644
Publisher: Springer
Published: Aug 10 2004
Pages: 356
Weight: 1.18
Height: 0.66 Width: 6.34 Depth: 9.22
Language: English
The Mathematics of Finance has become a hot topic in applied mathematics ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate texts in this area. This book is specifically written for upper division undergraduate or beginning graduate students in mathematics, finance or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.
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