Author: Ross, Sheldon M.
Title: An Introduction to Mathematical Finance: Options and Other Topics
Description: Cambridge, Cambridge University Press, (1999). orig. cloth. 23x15cm, xv, 184 pp. Minor rubbing. Bottom cover edge dent. VG. ¶ Contents: Probability; Normal Random Variables; Geometric Brownian Motiion;Interest Rates & Present Value Analysis; Pricing Contracts via Arbitrage; The Arbitrage Theorem; The Black-Scholes Formula; Valuing by Expected Utility; Exotic Options; Beyond Geometric Brownian Motion Models, Autogressive Models & Mean Reversion.

Keywords: Stochastic Analysis, Mathematical Models, Modeling, Finance, Financial, Securities Prices, Price Pricing, Options, Investment