Primary navigation:

QFINANCE Quick Links
QFINANCE Topics
QFINANCE Reference
Add the QFINANCE search widget to your website

Home > Financial Information Sources > Mathematical Finance > An Elementary Introduction to Mathematical Finance: Options and Other Topics

Financial Information Sources

An Elementary Introduction to Mathematical Finance: Options and Other Topics

Sheldon M. Ross
2nd Edition
Cambridge, UK: Cambridge University Press, 2003
253pp, ISBN: 978-0-521-81429-4
www.cambridge.org`

This primer to mathematical finance covers the basics of option pricing in an accessible way for both professional traders and undergraduates studying the fundamentals of finance. It offers explanations of arbitrage, the Black–Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, the Capital Asset Pricing Model, and Value at Risk.

Back to top

Share this page

  • Facebook
  • Twitter
  • LinkedIn
  • Bookmark and Share