Introduction to the Mathematics of Finance
Introduction to the Mathematics of Finance2004
From Risk Management to Options Pricing (Undergraduate Texts in Mathematics)
About this book
An elementary introduction to probability and mathematical finance including a chapter on the Capital Asset Pricing Model (CAPM), a topic that is very popular among practitioners and economists.Dr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published by Springer-Verlag.
Details
- First published
- 2004
- OL Work ID
- OL1646182W
Subjects
Options (Finance)Capital assets pricing modelMathematicsPricesMathematical modelsPortfolio managementInvestmentsOptions (finance)Distribution (Probability theory)FinanceFinance/Investment/BankingProbability Theory and Stochastic ProcessesQuantitative Finance