An elementary introduction to mathematical finance: options and other topics
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 off...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2003
|
| Ausgabe: | Second edition |
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | 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 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xv, 253 pages) |
| ISBN: | 9780511800634 |
| DOI: | 10.1017/CBO9780511800634 |
Internformat
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| 500 | |a Title from publisher's bibliographic system (viewed on 05 Oct 2015) | ||
| 520 | |a 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 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 | 4 | |a Mathematik | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Investments / Mathematics | |
| 650 | 4 | |a Stochastic analysis | |
| 650 | 4 | |a Options (Finance) / Mathematical models | |
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Datensatz im Suchindex
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| author | Ross, Sheldon M. |
| author_facet | Ross, Sheldon M. |
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| author_sort | Ross, Sheldon M. |
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| building | Verbundindex |
| bvnumber | BV043944783 |
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| collection | ZDB-20-CBO |
| ctrlnum | (ZDB-20-CBO)CR9780511800634 (OCoLC)967604196 (DE-599)BVBBV043944783 |
| dewey-full | 332.6/01/51 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6/01/51 |
| dewey-search | 332.6/01/51 |
| dewey-sort | 3332.6 11 251 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9780511800634 |
| edition | Second edition |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:22Z |
| institution | BVB |
| isbn | 9780511800634 |
| language | English |
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| spelling | Ross, Sheldon M. Verfasser aut Introduction to mathematical finance An elementary introduction to mathematical finance options and other topics Sheldon M. Ross Second edition Cambridge Cambridge University Press 2003 1 online resource (xv, 253 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 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 Mathematik Mathematisches Modell Investments / Mathematics Stochastic analysis Options (Finance) / Mathematical models Securities / Prices / Mathematical models Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Optionspreistheorie (DE-588)4135346-8 s 1\p DE-604 Optionspreis (DE-588)4115453-8 s 2\p DE-604 Erscheint auch als Druckausgabe 978-0-521-81429-4 https://doi.org/10.1017/CBO9780511800634 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Ross, Sheldon M. An elementary introduction to mathematical finance options and other topics Mathematik Mathematisches Modell Investments / Mathematics Stochastic analysis Options (Finance) / Mathematical models Securities / Prices / Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Optionspreis (DE-588)4115453-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4135346-8 (DE-588)4115453-8 |
| title | An elementary introduction to mathematical finance options and other topics |
| title_alt | Introduction to mathematical finance |
| title_auth | An elementary introduction to mathematical finance options and other topics |
| title_exact_search | An elementary introduction to mathematical finance options and other topics |
| title_full | An elementary introduction to mathematical finance options and other topics Sheldon M. Ross |
| title_fullStr | An elementary introduction to mathematical finance options and other topics Sheldon M. Ross |
| title_full_unstemmed | An elementary introduction to mathematical finance options and other topics Sheldon M. Ross |
| title_short | An elementary introduction to mathematical finance |
| title_sort | an elementary introduction to mathematical finance options and other topics |
| title_sub | options and other topics |
| topic | Mathematik Mathematisches Modell Investments / Mathematics Stochastic analysis Options (Finance) / Mathematical models Securities / Prices / Mathematical models Finanzmathematik (DE-588)4017195-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd Optionspreis (DE-588)4115453-8 gnd |
| topic_facet | Mathematik Mathematisches Modell Investments / Mathematics Stochastic analysis Options (Finance) / Mathematical models Securities / Prices / Mathematical models Finanzmathematik Optionspreistheorie Optionspreis |
| url | https://doi.org/10.1017/CBO9780511800634 |
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