About this book
An Elementary Introduction to Mathematical Finance Options and Other Topics Second Edition - INTERNATIONAL EDITION by [美]罗斯(Ross,S.M.)著, (美)Sheldon M.Ross著, Ss Ro, Sheldon M. Ross is a book available to read on EtoBox.
1 (p1): 1 Probability 1 (p1-1): 1.1 Probabilities and Events 5 (p1-2): 1.2 Conditional Probability 9 (p1-3): 1.3 Random Variables and Expected Values 13 (p1-4): 1.4 Covariance and Correlation 15 (p1-5): 1.5 Exercises 20 (p2): 2 Normal Random Variables 20 (p2-1): 2.1 Continuous Random Variables 20 (p2-2): 2.2 Normal Random Variables 24 (p2-3): 2.3 Properties of Normal Random Variables 27 (p2-4): 2.4 The Central Limit Theorem 29 (p2-5): 2.5 Exercises 32 (p3): 3 Geometric Brownian Motion 32 (p3-1): 3.1 Geometric Brownian Motion 33 (p3-2): 3.2 Geometric Brownian Motion as a Limit of Simpler Models 35 (p3-3): 3.3 Brownian Motion 36 (p3-4): 3.4 Exercises 38 (p4): 4 Interest Rates and Present Value Analysis 38 (p4-1): 4.1 Interest Rates 42 (p4-2): 4.2 Present Value Analysis 52 (p4-3): 4.3 Rate of Return 55 (p4-4): 4.4 Continuously Varying Interest Rates 57 (p4-5): 4.5 Exercises 63 (p5): 5 Pricing Contracts via Arbitrage 63 (p5-1): 5.1 An Example in Options Pricing 67 (p5-2): 5.2 Other Examples of Pricing via Arbitrage 76 (p5-3): 5.3 Exercises 81 (p6): 6 The Arbitrage Theorem 81 (p6-1): 6.1 The Arbitrage Theorem 85 (p6-2): 6.2 The Multiperiod Binomial Model 87 (p6-3): 6.3 Proof of the Arbi
- Author
- [美]罗斯(Ross,S.M.)著, (美)Sheldon M.Ross著, Ss Ro, Sheldon M. Ross
- Publisher
- 机械工业出版社
- Published
- 2004
- Language
- ZH
- ISBN
- 9787111138679