An Elementary Introduction to Mathematical Finance
- Textbook
Description
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…
- Add bookmark
- Cite
- Share
Key features
- This book combines accuracy and easy to understand mathematical arguments
- Assumes almost no technical knowledge, but presents all needed preliminary material
- The third edition is completely revised with two new chapters of material and additional exercises
About the book
- DOI https://doi.org/10.1017/CBO9780511921483
- Subjects Economics,Finance and Accountancy,Mathematical Finance,Mathematics
- Format: Hardback
- Publication date: 28 February 2011
- ISBN: 9780521192538
- Dimensions (mm): 228 x 152 mm
- Weight: 0.61kg
- Contains: 19 b/w illus. 9 tables 175 exercises
- Page extent: 322 pages
- Availability: Available
- Format: Digital
- Publication date: 05 June 2012
- ISBN: 9780511921483
Access options
Review the options below to login to check your access.
Personal login
Log in with your Cambridge Higher Education account to check access.
Purchase options
There are no purchase options available for this title.
If you believe you should have access to this content, please contact your institutional librarian or consult our FAQ page for further information about accessing our content.
Related content
AI generated results by Discovery for publishers [opens in a new window]
- TextbookInternational Financial Management
Online publication date: 17 August 2019
Hardback publication date: 30 November 2017