Introduction to the mathematics of finance: from risk management to options pricing
Roman, Steven
creator
text
xxu
New York
Springer
2004
monographic
eng
354 p.
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.
Investments - Mathematics
Portfolio management - Mathematical models
Options (Finance) - Prices
Capital assests pricing model
332.6
Undergraduate Texts in Mathematics
0387213759
140323