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Completely rewritten for its second edition this book concentrates on discrete derivative pricing models culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.
TITLE: Introduction to the Mathematics of Finance
AUTHOR: Steven Roman
SKU: 9781461435815
PUBLISHER: Springer-Verlag New York Inc.
DATE PUBLISHED: 24/04/2012
PLACE PUBLISHED: United States
PAGES: 288
BINDING: Hardback
LANGUAGE: English
DIMENSIONS: 155 mm x 235 mm
WEIGHT: 619 gr