Thông tin XB: London: Imperial College Press, 2013
Mô tả vật lý: x, 266 p.: ill., 24 cm.
Tóm tắt: This book provides an elementary introduction to financial mathematics, focusing on discrete models and financial derivatives for market risk management. It covers key concepts such as 'no arbitrage pricing,' options pricing, and the Black-Scholes formula, requiring only a basic understanding of probability and algebra. The text includes numerous exercises and solutions to enhance learning and application in financial contexts.