Roman, Steven

Introduction to the mathematics of finance: from risk management to options pricing - New York Springer 2004 - 354 p. - Undergraduate Texts in Mathematics .

An elementary introduction to probability and mathematical finance including a chapter on the Capital Asset Pricing Model (CAPM), a topic that is very popular among practitioners and economists. Dr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published by Springer-Verlag.

0387213759


Investments - Mathematics
Portfolio management - Mathematical models
Options (Finance) - Prices.
Capital assests pricing model

332.6

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