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Introduction to the Mathematics of Finance
Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.
730,00 DH
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Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.
| ISBN / EAN | 9781461435815 |
|---|---|
| Auteur | Roman, Steven |
| Editeur | Springer-Verlag New York Inc. |