Probability theory in finance : a mathematical guide to the Black-Scholes formula
By: Seán Dineen.
Series: Graduate studies in mathematics ;; v. 70
Publisher: American Mathematical Society
Published: 2005
Place of publication: Providence, RI
Language: eng
Number of pages: 294
Subjects: Business mathematics.
Description: "The book aims to provide the reader with a mathematical foundation for an in-depth study of financial mathematics. The author has chosen to explain the techniques necessary to understand the Black-Scholes formula, currently one of the most successful and best-known applications of mathematics to finance, as his ultimate goal, thus providing an excellent focus for the reader's motivation."--Jacket.
Notes: Includes bibliographical references and index.