Table of contents for Introduction to the mathematics of finance : from risk management to options pricing / Steven Roman.


Bibliographic record and links to related information available from the Library of Congress catalog


Information from electronic data provided by the publisher. May be incomplete or contain other coding.


Counter
Preface.- Introduction.- Probability I: Introduction to Discrete Probability.- Portfolio Management and the Capital Asset Pricing Model.- Background on Options.- An Aperitif on Arbitrage.- Probability II: More Discrete Probability.- Discrete-Time Pricing Models.- The Cox-Ross-Rubinstein Model.- Probability III: Continuous Probability.- The Black-Scholes Option Pricing Formula.- Optimal Stopping and American Options.- Appendix: Convexity and Separation.


Library of Congress subject headings for this publication:
Investments -- Mathematics.
Capital assets pricing model.
Portfolio management -- Mathematical models.
Options (Finance) -- Prices.