An Elementary Introduction to Mathematical Finance by Sheldon M. Ross
Publication details: Cambridge University Press New Delhi 2018Description: xv, 305 pages; illustrations: 23 cmISBN:- 9781108730112
- 332.60151 ROS
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | Indian Institute of Management Visakhapatnam General Stacks | Non-fiction | 332.60151 ROS (Browse shelf(Opens below)) | Available | 001145 |
Frontmatter pp i-vi
Contents pp vii-x
Introduction and Preface pp xi-xvi
1 - Probability pp 1-21
2 - Normal Random Variables pp 22-33
3 - Brownian Motion and Geometric Brownian Motion pp 34-47
4 - Interest Rates and Present Value Analysis pp 48-72
5 - Pricing Contracts via Arbitrage pp 73-91
6 - The Arbitrage Theorem pp 92-105
7 - The Black–Scholes Formula pp 106-130
8 - Additional Results on Options pp 131-164
9 - Valuing by Expected Utility pp 165-192
10 - Stochastic Order Relations pp 193-211
11 - Optimization Models pp 212-227
12 - Stochastic Dynamic Programming pp 228-246
13 - Exotic Options pp 247-264
14 - Beyond Geometric Brownian Motion Models pp 265-284
15 - Autoregressive Models and Mean Reversion pp 285-302
Index pp 303-305
an excellent introduction to the subject … the book is ideally suited for self-study and provides a very accessible entry point to this fascinating field.
There are no comments on this title.