Sheldon M. Ross / An Elementary Introduction to Mathematical Finance (Hardback)

Product Description

This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters

This book is second hand, and while you may not get the same publication/version/reprint/edition shown in the picture it will be the same author and title.

Removing existing stickers from a second hand book may damage it, so we refrain from doing so.

Even if the picture shows no price stickers on the book they may be there on the copy you receive.

All of our books are in very good condition.

Please be aware that there will be a sticker with an identifying number on the spine of this book.