An introduction to mathematical finance : options and other topics

＜図書＞
An introduction to mathematical finance : options and other topics

責任表示	Sheldon M. Ross
データ種別	図書
出版情報	Cambridge : Cambridge University Press , 1999
本文言語	英語
大きさ	xv, 184 p. : ill. ; 24 cm
概要	This mathematically elementary introduction to the theory of options pricing presents the Black-Scholes theory of options as well as introducing such topics in finance as the time value of money, mean...variance analysis, optimal portfolio selection, and the capital assets pricing model. The author assumes no prior knowledge of probability and presents all the necessary preliminary material simply and clearly. He explains the concept of arbitrage with examples, and then uses the arbitrage theorem, along with an approximation of geometric Brownian motion, to obtain a simple derivation of the Black-Scholes formula. In the later chapters he presents real price data indicating that this model is not always appropriate and shows how the model can be generalized to deal with such situations. No other text presents such topics in a mathematically accurate but accessible way. It will appeal to professional traders as well as undergraduates studying the basics of finance. 続きを見る

巻次	所蔵場所	請求記号	刷年	資料番号	予約・取寄	自動書庫
: hardback	中央図 3B	338.01/R 73/20000440	1999	017212000004403	予約・取寄		予約・取寄
: hardback	中央図自動書庫	338.01/R 73	1999	003212000002073	予約・取寄	出庫可能	予約・取寄	出庫可能
: hardback	中央図自動書庫	338.01/R 73	1999	003212000006654	予約・取寄	出庫可能	予約・取寄	出庫可能
: hardback	理系図3F 数理独自	ROSS/20/9	c1999	023211999007215	予約・取寄		予約・取寄

一般注記	Includes bibliographical references and index
著者標目	*Ross, Sheldon M.
件　名	LCSH:Investments -- Mathematics 全ての件名で検索 LCSH:Stochastic analysis LCSH:Options (Finance) Mathematical models LCSH:Securities -- Prices Mathematical models 全ての件名で検索
分　類	NDC9:338.01 LCC:HG4515.3 DC21:332.6/01/51
書誌ID	1000718375
ISBN	0521770432
NCID	BA4384852X
巻冊次	: hardback ; ISBN:0521770432
登録日	2009.09.15
更新日	2009.11.02