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An Elementary Introduction to Mathematical Finance

Authors

Sheldon M. Ross
, University of Southern California
Published 2011

Description

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…

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Key features

  • This book combines accuracy and easy to understand mathematical arguments
  • Assumes almost no technical knowledge, but presents all needed preliminary material
  • The third edition is completely revised with two new chapters of material and additional exercises

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