Probability Theory in Finance A Mathematical Guide to the Black-Scholes Formula |
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| Author:
| Dineen, Sean
Dineen, Seán |
| Series title: | Graduate Studies in Mathematics Ser. |
| ISBN: | 978-0-8218-9490-3 |
| Publication Date: | Jul 2013 |
| Publisher: | American Mathematical Society
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| Book Format: | Hardback |
| List Price: | AUD $96.00 |
Book Description:
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Introduces advanced undergraduates and beginning graduate students studying the mathematics of finance to the Black-Scholes formula. The author uses a first-principles approach, developing only the minimum background necessary to justify mathematical concepts and placing mathematical developments in context. The book skillfully draws the reader toward the art of thinking mathematically and then proceeds to lay the foundations in analysis and probability theory underlying modern...
More DescriptionIntroduces advanced undergraduates and beginning graduate students studying the mathematics of finance to the Black-Scholes formula. The author uses a first-principles approach, developing only the minimum background necessary to justify mathematical concepts and placing mathematical developments in context. The book skillfully draws the reader toward the art of thinking mathematically and then proceeds to lay the foundations in analysis and probability theory underlying modern financial mathematics.