000			02346nam a22003738i 4500
001			CR9780511800634
003			UkCbUP
005			20200124160316.0
006			m|||||o||d||||||||
007			cr||||||||||||
008			101021s2003||||enk o ||1 0|eng|d
020			_a9780511800634 (ebook)
020			_z9780521814294 (hardback)
040			_aUkCbUP _beng _erda _cUkCbUP
050	0	0	_aHG4515.3 _b.R67 2003
082	0	0	_a332.6/01/51 _221
100	1		_aRoss, Sheldon M., _eauthor.
240	1	0	_aIntroduction to mathematical finance
245	1	3	_aAn elementary introduction to mathematical finance : _boptions and other topics / _cSheldon M. Ross.
250			_aSecond edition.
264		1	_aCambridge : _bCambridge University Press, _c2003.
300			_a1 online resource (xv, 253 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
500			_aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
520			_aThis unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and 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 second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter.
650		0	_aInvestments _xMathematics.
650		0	_aStochastic analysis.
650		0	_aOptions (Finance) _xMathematical models.
650		0	_aSecurities _xPrices _xMathematical models.
776	0	8	_iPrint version: _z9780521814294
856	4	0	_uhttps://doi.org/10.1017/CBO9780511800634
999			_c521461 _d521459