Bang It to the Curb Essay

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BasketCanada»Change»New User LOGIN HOMEMY SPRINGERSUBJECTSSERVICESPUBLISHERSSPRINGER SHOPABOUT US Submit Advanced Search » Quantitative Finance Home > Mathematics > Quantitative Finance SUBDISCIPLINES JOURNALS BOOKS SERIES TEXTBOOKS REFERENCE WORKS Introduction to the Mathematics of Finance Free Preview Introduction to the Mathematics of Finance Arbitrage and Option Pricing Series: Undergraduate Texts in Mathematics Roman, Steven 2nd ed. 2012, XVI, 287p. 49 illus.. Available Formats: eBook Information $39.95 (net) price for Canada ISBN 978-1-4614-3582-2 digitally watermarked, no DRM Included Format: PDF download immediately after purchase learn more about Springer eBooks add to marked items Get it now Hardcover Information $59.95 ABOUT THIS TEXTBOOK AUTHORS & EDITORS New edition fully rewritten, re-organized, and slimmed down to make the book flow more smoothly Classroom-tested for the past five years since the first edition Includes additional material on options and pricing nonattainable alternatives Excludes material on the capital asset pricing model, and condenses the material on probability in order to make the book more accessible to its readers Contains necessary background in financial matters for readers with little experience in finance The Mathematics of Finance has been 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. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. This second

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