Sheldon M. Ross <br/><br/>
An Elementary Introduction to Mathematical Finance 
by Sheldon M. Ross 
 - New Delhi  Cambridge University Press  2018 
 - xv, 305 pages;  illustrations:  23 cm. 
<br/><br/><br/>Frontmatter pp i-vi<br/><br/><br/>Contents pp vii-x<br/><br/>Introduction and Preface pp xi-xvi<br/><br/><br/>1 - Probability pp 1-21<br/><br/><br/>2 - Normal Random Variables pp 22-33<br/><br/><br/>3 - Brownian Motion and Geometric Brownian Motion pp 34-47<br/><br/><br/>4 - Interest Rates and Present Value Analysis pp 48-72<br/><br/><br/>5 - Pricing Contracts via Arbitrage pp 73-91<br/><br/>6 - The Arbitrage Theorem pp 92-105<br/><br/>7 - The Black–Scholes Formula pp 106-130<br/><br/>8 - Additional Results on Options pp 131-164<br/><br/>9 - Valuing by Expected Utility pp 165-192<br/><br/>10 - Stochastic Order Relations pp 193-211<br/><br/>11 - Optimization Models pp 212-227<br/><br/>12 - Stochastic Dynamic Programming pp 228-246<br/><br/><br/>13 - Exotic Options pp 247-264<br/><br/><br/>14 - Beyond Geometric Brownian Motion Models pp 265-284<br/><br/>15 - Autoregressive Models and Mean Reversion pp 285-302<br/><br/>Index pp 303-305<br/> 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>9781108730112 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Economics<br/>Mathematical Finance
<br/><br/><label>Dewey Class. No.: </label>332.60151 ROS