An Elementary Introduction to Mathematical Finance by Sheldon M. Ross

By:

Sheldon M. Ross [Author]

Publication details: Cambridge University Press New Delhi 2018Description: xv, 305 pages; illustrations: 23 cmISBN:

9781108730112

Subject(s):

DDC classification:

332.60151 ROS

Contents:

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

Abstract: 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Book	Indian Institute of Management Visakhapatnam General	Non-fiction	510 ROS (Browse shelf(Opens below))	Available		001145

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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.

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