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About this product
- DescriptionPresents an elementary introduction to probability and mathematical finance. This book details discrete derivative pricing models, culminating in a derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. It examines American options and the Capital Asset Pricing Model.
- Author BiographyDr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published by Springer-Verlag. He has also written Modules in Mathematics, a series of 15 small books designed for the general college-level liberal arts student. Besides his books for O'Reilly, Dr. Roman has written two other computer books, both published by Springer-Verlag.
- Author(s)Steven Roman
- PublisherSpringer-Verlag New York Inc.
- Date of Publication10/08/2004
- GenreFinance & Accounting
- Series TitleUndergraduate Texts in Mathematics
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content NoteXV, 356 p.
- Weight1160 g
- Width155 mm
- Height235 mm
- Edition Statement2004 ed.
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