Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance
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Published By Springer New York

9781461435815, 9781461435822

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Stochastic Processes, Filtrations and Martingales

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_5 ◽

2012 ◽

pp. 85-102

Author(s):

Steven Roman

Keyword(s):

Stochastic Processes

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Discrete Probability

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_4 ◽

2012 ◽

pp. 41-83

Author(s):

Steven Roman

Keyword(s):

Discrete Probability

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Background on Options

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_2 ◽

2012 ◽

pp. 13-27

Author(s):

Steven Roman

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Introduction

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_1 ◽

2012 ◽

pp. 1-10

Author(s):

Steven Roman

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Pricing Nonattainable Alternatives in an Incomplete Market

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_8 ◽

2012 ◽

pp. 157-168

Author(s):

Steven Roman

Keyword(s):

Incomplete Market

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Optimal Stopping and American Options

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_9 ◽

2012 ◽

pp. 169-189

Author(s):

Steven Roman

Keyword(s):

Optimal Stopping ◽

American Options

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The Binomial Model

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_7 ◽

2012 ◽

pp. 141-155

Author(s):

Steven Roman

Keyword(s):

Binomial Model

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Discrete-Time Pricing Models

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_6 ◽

2012 ◽

pp. 103-139

Author(s):

Steven Roman

Keyword(s):

Discrete Time ◽

Pricing Models

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An Aperitif on Arbitrage

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_3 ◽

2012 ◽

pp. 29-37

Author(s):

Steven Roman

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The Black–Scholes Option Pricing Formula

Undergraduate Texts in Mathematics - Introduction to the Mathematics of Finance ◽

10.1007/978-1-4614-3582-2_11 ◽

2012 ◽

pp. 215-244

Author(s):

Steven Roman

Keyword(s):

Option Pricing ◽

Black Scholes ◽

Pricing Formula

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