Elementary introduction to mathematical finance : options and other topics / Sheldon M. Ross

By:

Ross, Sheldon M

Material type: Text

TextPublication details: India Cambridge University Pres 2018Edition: South Asia edDescription: 301 pISBN:

9781108730112

Subject(s):

DDC classification:

332.60151 ROS-S

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Collection	Shelving location	Call number	Status	Date due	Barcode	Item holds
Books	BITS Pilani Hyderabad	330	General Stack (For lending)	332.60151 ROS-S (Browse shelf(Opens below))	Checked out	16/03/2023	40253

Total holds: 0

This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross 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 third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.

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