Table of contents for An elementary introduction to mathematical finance : options and other topics / Sheldon M. Ross.

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.

1. Probability
2. Normal random variables
3. Geometric Brownian motion
4. Interest rates and present value analysis
5. Pricing contracts via Arbitrage
6. The Arbitrage Theorem
7. The Black-Scholes formula
8. Valuing by expected utility
9. Exotic options
10. Beyond geometric Brownian motion models
11. Autoregressive models and mean reversion
12. Optimization methods in finance.

Library of Congress subject headings for this publication: Investments Mathematics, Stochastic analysis, Options (Finance) Mathematical models, Securities Prices Mathematical models