Introduction to the Mathematics of Finance: Arbitrage and Option Pricing

by Steven Roman

Book Overview

The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes...

• Format: Paperback
• Language: English
• ISBN: 1489985999
• ISBN13: 9781489985996
• Release Date: May 2014
• Publisher: Springer
• Length: 288 Pages
• Weight: 0.94 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"