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Elementary Introduction to
Mathematical Finance 3/e
¿ª/ÀúÀÚ Ross, Sheldon M.
ISBN 9780521192538
ÆÇÇü 152*228
ÆäÀÌÁö 322
Á¤°¡ 39,000 ¿ø
 
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. 


¢¹ Features 
- This book combines accuracy and easy to understand mathematical arguments 
- Assumes almost no technical knowledge, but presents all needed preliminary material 
- The third edition is completely revised with two new chapters of material and additional exercises 


¢¹ Reviews 
'¡¦ an excellent introduction to the subject ¡¦ the book is ideally suited for self-study and provides a very accessible entry point to this fascinating field.' 

¢¹ ISI Short Book Reviews 

'¡¦ this excellent text achieves its aim to provide a highly accessible and at the same time accurate presentation of the subject. I would recommend it.' 

The Statistician