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Introduction to the mathematics of finance: from risk management to options pricing

Introduction to the mathematics of finance: from risk management to options pricing (Loan 13 times)

Material type
단행본
Personal Author
Roman, Steven.
Title Statement
Introduction to the mathematics of finance: from risk management to options pricing / Steven Roman.
Publication, Distribution, etc
New York :   Springer ,   c2004.  
Physical Medium
xiv, 354 p. : ill. ; 25 cm.
Series Statement
Undergraduate texts in mathematics
ISBN
0387213759 (alk. paper) 0387213643 (pbk. : alk. paper)
Bibliography, Etc. Note
Includes bibliographical references (p. [349]-350) and index.
Subject Added Entry-Topical Term
Investments -- Mathematics. Capital assets pricing model. Portfolio management -- Mathematical models. Options (Finance) -- Prices.
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008 040423s2004 nyua b 001 0 eng
020 ▼a 0387213759 (alk. paper)
020 ▼a 0387213643 (pbk. : alk. paper)
040 ▼a DLC ▼c DLC ▼d DLC ▼d 244002
082 0 0 ▼a 332/.01/513 ▼2 22
090 ▼a 332.01513 ▼b R758i
100 1 ▼a Roman, Steven.
245 1 0 ▼a Introduction to the mathematics of finance: ▼b from risk management to options pricing / ▼c Steven Roman.
260 ▼a New York : ▼b Springer , ▼c c2004.
300 ▼a xiv, 354 p. : ▼b ill. ; ▼c 25 cm.
440 0 ▼a Undergraduate texts in mathematics
504 ▼a Includes bibliographical references (p. [349]-350) and index.
650 0 ▼a Investments ▼x Mathematics.
650 0 ▼a Capital assets pricing model.
650 0 ▼a Portfolio management ▼x Mathematical models.
650 0 ▼a Options (Finance) ▼x Prices.

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.01513 R758i Accession No. 111363957 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Sejong Academic Information Center/Course Reserves/ Call Number 332.01513 R758i Accession No. 151179079 Availability Loan can not(reference room) Due Date Make a Reservation Service
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.01513 R758i Accession No. 111363957 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Course Reserves/ Call Number 332.01513 R758i Accession No. 151179079 Availability Loan can not(reference room) Due Date Make a Reservation Service

Contents information

Author Introduction

스티븐 로만(지은이)

캘리포니아 주립대 플러톤(Fullerton)의 수학과 명예 교수로 현재까지 슈프링거 출판사(Springer-Verlag)가 출간한 수학 관련 책(『Coding and Information』, 『Advanced Linear Algebra』, 『Field Theory』)을 포함하여 32권의 책을 집필했다. 여기에 15권 분량의 소책자 시리즈인 'Modules in Mathematics'와 오라일리가 출간한 『Access Database Design & Programming』,『Learning Word Programming』,『Developing Visual Basic Add-Ins』, 『엑셀 매크로 시작부터 활용까지(Writing Excel Macros)』(한빛미디어, 2000)를 집필했고, 이 외에도 하드웨어와 객체지향 프로그래밍에 관련 책도 두 권 집필했다. 로먼 박사의 주요 관심 분야는 순열 조합론, 대수학, 컴퓨터 과학이다.

Information Provided By: : Aladin

Table of Contents

From the contents: - Preface.- Introduction.- Probability I: Introduction to Discrete Probability.- Portfolio Management and the Capital Asset Pricing Model.- Background on Options.- An Aperitif on Arbitrage.- Probability II: More Discrete Probability.- Discrete-Time Pricing Models.- The Cox-Ross-Rubinstein Model.- Probability III: Continuous Probability.- The Black-Scholes Option Pricing Formula.- Optimal Stopping and American Options.- Appendix: Convexity and Separation.


Information Provided By: : Aladin

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