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This original text 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 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 second edition are a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter. Sheldon M. Ross is a professor in the Department of Industrial Engineering and Operations Research at the University of California at Berkeley. He received his Ph.D. in statistics at Stanford University in 1968 and has been at Berkeley ever since. He has published nearly 100 articles and a variety of textbooks in the areas of statistics and applied probability including Topics in Finite and Discrete Mathematics (Cambridge University Press, 2000), An Introduction to Probability Methods, Seventh Edition (Harcourt Science snd Technology Company, 2000), Introduction to Probability and Statistics for Engineers and Scientists (Academic Press, 1999), A First Course in Probability, Sixth Edition (Prentice-Hall, 2001), Simulation, Third Edition (Academic Press, 2002), and Stochastic Processes (John Wiley & Sons, 1982). He is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences, a fellow of the Institute of Mathematical Statistics, and a recipient of the Humboldt U.S. Senior Scientist Award.
ebook,Sheldon M. Ross,An Elementary Introduction to Mathematical Finance Options and other Topics,Cambridge University Press,Business Economics / Investments Securities / General,Business Economics Investments Securities - General,Business Economics Statistics,Econometrics,Econometrics economic statistics,Finance,Investment securities,Investments,Investments Securities - General,Investments - Mathematics,Investments--Mathematics,Investments;Mathematics.,MATHEMATICS / Applied,Mathematical modelling,Mathematical models,Mathematics,Mathematics / Probability Statistics / General,Options (Finance),Options (Finance);Mathematical models.,Probability Statistics - General,Probability statistics,Science/Mathematics,Statistics,Stochastic analysis,Stochastic analysis.,Business Economics / Investments Securities / General,Business Economics Investments Securities - General,Business Economics Statistics,Investments Securities - General,MATHEMATICS / Applied,Mathematics / Probability Statistics / General,Probability Statistics - General,Statistics,Entreprise,Mathematics,Investments,Mathematical models,Options (Finance),Science/Mathematics,Econometrics,Investment securities,Mathematical modelling,Probability statistics

An Elementary Introduction to Mathematical Finance Options and other Topics 2 Sheldon M Ross Reviews :

This original text 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 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 second edition are a new chapter on optimization methods in finance, a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter. Sheldon M. Ross is a professor in the Department of Industrial Engineering and Operations Research at the University of California at Berkeley. He received his Ph.D. in statistics at Stanford University in 1968 and has been at Berkeley ever since. He has published nearly 100 articles and a variety of textbooks in the areas of statistics and applied probability including Topics in Finite and Discrete Mathematics (Cambridge University Press, 2000), An Introduction to Probability Methods, Seventh Edition (Harcourt Science snd Technology Company, 2000), Introduction to Probability and Statistics for Engineers and Scientists (Academic Press, 1999), A First Course in Probability, Sixth Edition (Prentice-Hall, 2001), Simulation, Third Edition (Academic Press, 2002), and Stochastic Processes (John Wiley & Sons, 1982). He is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences, a fellow of the Institute of Mathematical Statistics, and a recipient of the Humboldt U.S. Senior Scientist Award.

ebook,Sheldon M. Ross,An Elementary Introduction to Mathematical Finance Options and other Topics,Cambridge University Press,Business Economics / Investments Securities / General,Business Economics Investments Securities - General,Business Economics Statistics,Econometrics,Econometrics economic statistics,Finance,Investment securities,Investments,Investments Securities - General,Investments - Mathematics,Investments--Mathematics,Investments;Mathematics.,MATHEMATICS / Applied,Mathematical modelling,Mathematical models,Mathematics,Mathematics / Probability Statistics / General,Options (Finance),Options (Finance);Mathematical models.,Probability Statistics - General,Probability statistics,Science/Mathematics,Statistics,Stochastic analysis,Stochastic analysis.,Business Economics / Investments Securities / General,Business Economics Investments Securities - General,Business Economics Statistics,Investments Securities - General,MATHEMATICS / Applied,Mathematics / Probability Statistics / General,Probability Statistics - General,Statistics,Entreprise,Mathematics,Investments,Mathematical models,Options (Finance),Science/Mathematics,Econometrics,Investment securities,Mathematical modelling,Probability statistics

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Product details File Size 6922 KB Print Length 272 pages Simultaneous Device Usage Up to 4 simultaneous devices, per publisher limits Publisher Cambridge University Press; 2 edition (November 18, 2002) Publication Date November 18, 2002 Sold by  Services LLC Language English ASIN B000S1LZ6Y

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