01942nam a2200373 i 4500991001560059707536030415s2003 enka b 001 0 eng d0521814294b12164574-39ule_instDip.to Matematicaeng332.6015121AMS 91B28LC HG4515.3.R67Ross, Sheldon M.20432An elementary introduction to mathematical finance :options and other topics /Sheldon M. RossIntroduction to mathematical finance2nd ed.Cambridge, U. K. :Cambridge University Press,2003xv, 253 p. :ill. ;24 cmRev. ed. of: An introduction to mathematical finance. - 1999.Includes bibliographical references and index.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.InvestmentsMathematicsStochastic analysisOptions (Finance)Mathematical modelsSecuritiesPricesMathematical modelshttp://catdir.loc.gov/catdir/toc/cam031/2002073603.htmlTable of contentshttp://catdir.loc.gov/catdir/description/cam0210/2002073603.htmlPublisher description.b1216457413-11-1215-04-03991001560059707536LE013 91B ROS12 (2003)12013000138114le013-E44.60-l- 0111110.i1250612628-04-03Elementary introduction to mathematical finance147500UNISALENTOle01315-04-03ma -engenk31