[PDF] Introduction to the Mathematics of Finance: Arbitrage and Option Pricing (Undergraduate Texts in Mathematics)

ISBN: 1461435811

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Posted on 2018-01-12, by luongquocchinh.

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Author: Steven Roman | Category: Mathematics | Language: English | Page: 303 | ISBN: 1461435811 | ISBN13: 9781461435815 |

Description: The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. This second edition is a complete rew

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