Introduction to the Mathematics of Finance (Graduate Studies in Mathematics, Vol. 72)

R. J. Williams

ISBN 10: 0821839039 / ISBN 13: 9780821839034

Editore: American Mathematical Society, 2006

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Titolo: Introduction to the Mathematics of Finance (...

Casa editrice: American Mathematical Society

Data di pubblicazione: 2006

Legatura: hardcover

Condizione: Good

Tipologia articolo: book

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Riassunto:

This monograph introduces graduate level students and researchers to some of the elements of mathematical finance. It is assumed that the reader has a basic knowledge of probability theory, and an acquaintance with stochastic calculus is also desirable. The material in the book is based on a series of lectures given by the author at the U. of California, San Diego. Topics include (for example) financial markets and derivatives; the binomial or CRR model; and the Black-Scholes model. Annotation ©2006 Book News, Inc., Portland, OR (booknews.com)

Product Description:

Book by R J Williams