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- catalog abstract ""This elementary introduction to the theory of options pricing presents the Black-Scholes theory of options as well as such general topics in finance as the time value of money, rate of return of an investment cash-flow sequence, utility functions and expected utility maximization, mean variance analysis, optimal portfolio selection, and the capital assets pricing model." "The author assumes no prior knowledge of probability and presents all the necessary preliminary material simply and clearly in chapters on probability, normal random variables, and the geometric Brownian motion model that underlies the Black-Scholes theory. This book will appeal to professional traders as well as undergraduates studying the basics of finance."--Jacket.".
- catalog contributor b11379176.
- catalog created "1999.".
- catalog date "1999".
- catalog date "1999.".
- catalog dateCopyrighted "1999.".
- catalog description ""This elementary introduction to the theory of options pricing presents the Black-Scholes theory of options as well as such general topics in finance as the time value of money, rate of return of an investment cash-flow sequence, utility functions and expected utility maximization, mean variance analysis, optimal portfolio selection, and the capital assets pricing model." "The author assumes no prior knowledge of probability and presents all the necessary preliminary material simply and clearly in chapters on probability, normal random variables, and the geometric Brownian motion model that underlies the Black-Scholes theory. This book will appeal to professional traders as well as undergraduates studying the basics of finance."--Jacket.".
- catalog description "Includes index.".
- catalog description "Probability -- Normal random variables -- Geometric Brownian motion -- Interest rates and present value analysis -- Pricing contracts via arbitrage -- The arbitrage theorem -- The Black-Scholes formula -- Valuing by expected utility -- Exotic options -- Beyond geometric Brownian motion models -- Autoregressive models and mean reversion.".
- catalog extent "224 p. :".
- catalog identifier "0521770432".
- catalog issued "1999".
- catalog issued "1999.".
- catalog language "eng".
- catalog publisher "Cambridge : Cambridge University Press,".
- catalog subject "332.63228 21".
- catalog subject "HG4515.3 .R67 1999".
- catalog subject "Investments Mathematics.".
- catalog subject "Options (Finance) Mathematical models.".
- catalog subject "Options (Finance) Mathematics.".
- catalog subject "Options (Finance) Prices.".
- catalog subject "Securities Prices Mathematical models.".
- catalog subject "Stochastic analysis.".
- catalog tableOfContents "Probability -- Normal random variables -- Geometric Brownian motion -- Interest rates and present value analysis -- Pricing contracts via arbitrage -- The arbitrage theorem -- The Black-Scholes formula -- Valuing by expected utility -- Exotic options -- Beyond geometric Brownian motion models -- Autoregressive models and mean reversion.".
- catalog title "An introduction to mathematical finance : options and other topics / Sheldon M. Ross.".
- catalog type "text".