An Elementary Introduction to Mathematical Finance eBook

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This textbook 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 M. 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 third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.

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Additional ISBNs
9787111411093, 9787111433026, 9781139069694, 9781139082273

An Elementary Introduction to Mathematical Finance 3rd Edition is written by Sheldon M. Ross and published by Cambridge University Press. The Digital and eTextbook ISBNs for An Elementary Introduction to Mathematical Finance are 9781139065108, 1139065106 and the print ISBNs are 9780521192538, 0521192536. Additional ISBNs for this eTextbook include 9787111411093, 9787111433026, 9781139069694, 9781139082273.