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An Elementary Introduction to Mathematical Finance. 3rd ed. 数理ファイナンス入門 第3版
・ISBN 978-0-521-19253-8 2011 hard GB£ 61.00
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お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-92148-3
| 著者・編者 | Ross, Sheldon M., |
|---|---|
| 出版社 | (Cambridge U. Pr., UK) |
| ページ数 | 328 pp. |
| 言語 | ENG |
| ニュース番号 | ＜583-523 583-L329＞ |
解説
This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.