TY  - BOOK
AU  - Roman,Steven
TI  - Introduction to the mathematics of finance: from risk management to options pricing 
T2  - Undergraduate texts in mathematics
SN  - 0387213759
AV  - HG4515.3 .R66 2004
U1  - 332.01513 22
PY  - 2004///]
CY  - New York
PB  - Springer
KW  - Investments
KW  - Mathematics
KW  - Capital assets pricing model
KW  - Portfolio management
KW  - Mathematical models
KW  - Options (Finance)
KW  - Prices
N1  - Includes bibliographical references (pages 349-350) and index; Notation key and Greek alphabet --; 1; Probability I : an introduction to discrete probability --; 2; Portfolio management and the capital asset pricing model --; 3; Background on options --; 4; An aperitif on arbitrage --; 5; Probability II : more discrete probability --; 6; Discrete-time pricing models --; 7; The Cox-Ross-Rubinstein model --; 8; Probability III : continuous probability --; 9; The Black-Scholes option pricing formula --; 10; Optimal stopping and American options --; App. A; Pricing nonattainable alternatives in an incomplete market --; App. B; Convexity and the separation theorem
N2  - "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
ER  -