Introduction to the Mathematics of Finance: From Risk Management to Options Pricing

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The Mathematics of Finance has become a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the ...

Introduction to the Mathematics of Finance: From Risk Management to Options Pricing 2004, Springer, New York, NY

ISBN-13: 9780387213644

2004 edition

Trade paperback

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Introduction to the Mathematics of Finance: From Risk Management to Options Pricing 2004, Springer, New York, NY

ISBN-13: 9780387213750

Hardcover

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