TY  - GEN
AU  - Sheldon M.Ross
TI  - An Elementary Introduction to Mathematical Finance
SN  - 9781108730112
U1  - 332.60151 ROS 
PY  - 2018///
CY  - New Delhi
PB  - Cambridge University Press
KW  - Economics
KW  - Mathematical Finance
N1  - 
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

N2  - 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
ER  -