资源描述：
《ebooksclub.org__An_Elementary_Introduction_to_Mathematical_Finance__Third_Edition.pdf》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、ThispageintentionallyleftblankAnElementaryIntroductiontoMathematicalFinance,ThirdEditionThistextbookonthebasicsofoptionpricingisaccessibletoreaderswithlimitedmathematicaltraining.Itisforbothprofessionaltradersandun-dergraduatesstudyingthebasicsoffinance.Assumingnopriorknowledgeofprobability,Sheldon
2、M.Rossoffersclear,simpleexplanationsofarbi-trage,theBlack–Scholesoptionpricingformula,andothertopicssuchasutilityfunctions,optimalportfolioselections,andthecapitalassetspricingmodel.Amongthemanynewfeaturesofthisthirdeditionarenewchap-tersonBrownianmotionandgeometricBrownianmotion,stochasticorderre
3、lations,andstochasticdynamicprogramming,alongwithexpandedsetsofexercisesandreferencesforallthechapters.SheldonM.RossistheEpsteinChairProfessorintheDepartmentofIndustrialandSystemsEngineering,UniversityofSouthernCalifornia.HereceivedhisPh.D.instatisticsfromStanfordUniversityin1968andwasaProfessorat
4、theUniversityofCalifornia,Berkeley,from1976until2004.Hehaspublishedmorethan100articlesandavarietyoftextbooksintheareasofstatisticsandappliedprobability,includingTopicsinFiniteandDiscreteMathematics(2000),IntroductiontoProbabilityandStatis-ticsforEngineersandScientists,FourthEdition(2009),AFirstCou
5、rseinProbability,EighthEdition(2009),andIntroductiontoProbabilityModels,TenthEdition(2009).Dr.RossservesastheeditorforProbabil-ityintheEngineeringandInformationalSciences.AnElementaryIntroductiontoMathematicalFinanceThirdEditionSHELDONM.ROSSUniversityofSouthernCaliforniaCAMBRIDGEUNIVERSITYPRESSCam
6、bridge,NewYork,Melbourne,Madrid,CapeTown,Singapore,SãoPaulo,Delhi,Tokyo,MexicoCityCambridgeUniversityPress32AvenueoftheAmericas,NewYork,NY10013-2473,USAwww.cambridge.orgInformationonthistitle:www.cambridge.org/9780521192538©CambridgeUniversityPress1999,2003,2011Thispublicationisincopyright.Subject
7、tostatutoryexceptionandtotheprovisionsofrelevantcollectivelicensingagreements,noreproductionofanypartmaytakeplacewithoutthewrittenpermissionofCambridgeUniversityPress.Firstpublished1999Secondeditionpublished2003T
