About this title: This 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 ...
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Note: This is a general synopsis. Each listing is described below.
Edition: REV Edition Number is 2
Publisher: Cambridge University Press
Date Published: 2002
ISBN-13:9780521814294ISBN:0521814294
Description: BRAND NEW. 9.29 by.67 inches. (270 pages) contains a new chapter on optimization methods in finance, a new section on value at risk and conditional value at risk, plus much more. contains a new chapter on optimisation 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 with derivations of the partial derivatives of the black-scholes option cost function and of the computational black-scholes formula, ... read more
Edition: 2 REV ED
Binding: Hardback
Publisher: CAMBRIDGE UNIVERSITY PRESS Country = UNITED KINGDOM
Date Published: 2002
ISBN-13:9780521814294ISBN:0521814294
Description: BRAND NEW HARDBACK. 270 pages. (270 pages) contains a new chapter on optimization methods in finance, a new section on value at risk and conditional value at risk, plus much more. 19 b/w illus. 9 tables 150 exercises edition 2 rev ed (Hardback) read more
Binding: Hardcover
Publisher: Cambridge University Press
ISBN-13:9780521814294ISBN:0521814294
Description: Good. 0521814294 Good condition. Most of our copies have little to no marks or highlighting. Cover and corners show minor to moderate wear. Spine great; no loose or missing pages. Questions welcome. read more
Description: New. Contains a new chapter on optimisation 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 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; and a new, easily implemented method for estimating the volatility parameter. read more
Binding: Hardcover
Publisher: Cambridge University Press
ISBN-13:9780521814294ISBN:0521814294
Description: PLEASE NOTE: All books are promptly imported from the UK using DHL or Royal Mail international mail WITH TRACKING NUMBER. Delivery is typically 5-10 working days. Please do not select expedited shipping. Professional and reliable bookseller (est.1987). Contains a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk, plus much more. read more
Description: New. Please note that deliveries to addresses in the UK and Europe will be in 4-14 business days. Other countries should refer to Alibris standard times. This original text 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, Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula. ISBN10 ... read more
Binding: Hardcover
Publisher: Cambridge University Press
Date Published: 18/11/2002
ISBN-13:9780521814294ISBN:0521814294
Description: Used-Good. THIS IS A HARD TO FIND OR RARE TITLE. PLEASE ALLOW 7-21 DAYS FOR DELIVERY, BOOK IN GOOD OR BETTER CONDITION. ITEM WILL BE SHIPPED AS SOON AS POSSIBLE FROM WAREHOUSE. PLEASE EMAIL WITH ANY QUESTIONS OR QUERIES. read more
Binding: Hardcover
Publisher: Cambridge University Press
ISBN-13:9780521814294ISBN:0521814294
Description: PLEASE NOTE: All books are promptly imported from the UK using International Priority Airmail. Delivery is typically 5-10 working days. Please do not select expedited shipping. Heavier and more expensive items have tracking number. Professional and reliable bookseller (est.1987). Contains a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk, plus much more. read more
Description: New. PLEASE NOTE that we do not offer expedited shipping. Orders placed with the priority shipping option will automatically be canceled. This original text 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, Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula. ISBN10: 0521814294. read more
Binding: Hardcover
Publisher: Cambridge University Press
ISBN-13:9780521814294ISBN:0521814294
Description: PLEASE NOTE: All books are promptly shipped from our UK warehouse using Royal Mail International Priority mail. Heavier or more expensive books are shipped with a TRACKING NUMBER. Professional and reliable bookseller (est.1987). Contains a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk, plus much more. read more
Binding: Hardcover
Publisher: Cambridge University Press
ISBN-13:9780521814294ISBN:0521814294
Description: PLEASE NOTE: All books are promptly imported from the UK using International Priority Airmail. Delivery is typically 5-10 working days. Please do not select expedited shipping. Heavier and more expensive items have tracking number. Professional and reliable bookseller (est.1987). Contains a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk, plus much more. read more
"This is an 'elementary' introduction to modern options mathematics, for those with a weak background in probability theory and a fairly strong background in calculus. It is not a book for the general reader/investor. If you are a math major thinking of doing graduate work in financial engineering, this would be an easy introduction to the subject for you. Other readers should skip this book."
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