Roman, Steven, <br/><br/>
Introduction to the mathematics of finance :  from risk management to options pricing / 
Steven Roman. 
 - xiv, 354 pages :  illustrations ;  25 cm. 
 - Undergraduate texts in mathematics .
 - Undergraduate texts in mathematics. .
<br/><br/>Includes bibliographical references (pages 349-350) and index. 
<br/><br/> Notation key and Greek alphabet --  Probability I : an 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 --  Pricing nonattainable alternatives in an incomplete market --  Convexity and the separation theorem.  1.  2.  3.  4.  5.  6.  7.  8.  9.  10.  App. A.  App. B. 
<br/><br/> "This book is specifically written for upper-division undergraduate or beginning graduate students in mathematics, finance, or economics. With the exception of an optional chapter on the Capital Asset Pricing Model, the book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formula as a limiting case of the Cox-Ross-Rubinstein discrete model. The final chapter is devoted to American options."--BOOK JACKET. 
<br/><br/><label>ISBN: </label>0387213759 9780387213750 0387213643 9780387213644 
<br/><br/><label>LCCN: </label>2004046863 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Investments--Mathematics<br/>Capital assets pricing model<br/>Portfolio management--Mathematical models<br/>Options (Finance)--Prices
<br/><br/><label>LC Class. No.: </label>HG4515.3  / .R66 2004 
<br/><br/><label>Dewey Class. No.: </label>332.01513