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Record Nr. |
UNISALENTO991001560059707536 |
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Autore |
Ross, Sheldon M. |
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Titolo |
An elementary introduction to mathematical finance : options and other topics / Sheldon M. Ross |
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Pubbl/distr/stampa |
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Cambridge, U. K. : Cambridge University Press, 2003 |
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ISBN |
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Edizione |
[2nd ed.] |
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Descrizione fisica |
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xv, 253 p. : ill. ; 24 cm |
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Classificazione |
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AMS 91B28 |
LC HG4515.3.R67 |
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Disciplina |
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Soggetti |
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Investments - Mathematics |
Stochastic analysis |
Options (Finance) - Mathematical models |
Securities - Prices - Mathematical models |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Rev. ed. of: An introduction to mathematical finance. - 1999. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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Contents: Probability ; Normal random variables ; Geometric Brownian motion ; Interest rates and present value analysis ; Pricing contracts via Arbitrage ; The Arbitrage Theorem ; The Black-Scholes formula ; Additional results on options ; Valuing by expected utility ; Optimization models ; Exotic options ; Beyond geometric Brownian motion models ; Autogressive models and mean reversion. |
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