The use of the Black-Scholes model and formula is pervasive in financialmarkets. There are very few undergraduate textbooks available on thesubject and, until now, almost none written by mathematicians. Basedon a course given by the author, the goal of this book is to introduceadvanced undergraduates and beginning graduate students studying themathematics of finance to the Black-Scholes formula. The author uses afirst-principles approach, developing only the minimum backgroundnecessary to justify mathematical concepts and ...
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The use of the Black-Scholes model and formula is pervasive in financialmarkets. There are very few undergraduate textbooks available on thesubject and, until now, almost none written by mathematicians. Basedon a course given by the author, the goal of this book is to introduceadvanced undergraduates and beginning graduate students studying themathematics of finance to the Black-Scholes formula. The author uses afirst-principles approach, developing only the minimum backgroundnecessary to justify mathematical concepts and placing mathematicaldevelopments in context.
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Add this copy of Probability Theory in Finance: a Mathematical Guide to to cart. $95.65, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2005 by Amer Mathematical Society.
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