ELEMENTARY INTRODUCTION TO MATHEMATICAL FINANCE
Language: English Publication details: New York Cambridge University Press 2018/01/01Edition: 3Description: 305ISBN:- 9781108730112
- 332.60151 ROS/EL
Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Lending | Ernakulam Public Library General Stacks | Non-fiction | 332.60151 ROS/EL (Browse shelf(Opens below)) | Available | E192070 |
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
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