An elementary introduction to mathematical finance : options and other topics /
| Main Author: | |
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| Corporate Author: | |
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, UK New York :
Cambridge University Press,
2003
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| Edition: | 2η έκδ. |
| Subjects: |
Table of Contents:
- Introduction and Preface
- 1. Probability
- 2. Normal random variables
- 3. Geometric Brownian motion
- 4. Interest rates and present value analysis
- 5. Pricing contracts via arbitrage
- 6. The arbitrage theorem
- 7. The black- schools formula
- 8. Additional results on options
- 9. Valuing by expected utility
- 10. Optimization models
- 11. Exotic options
- 12. Beyond geometric Brownian motion models
- 13. Autogressive models and mean reversion
- Index