Introduction to the Mathematics of Finance Arbitrage and Option Pric
The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergrad
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Undergraduate Texts in Mathematics Series Editors: Sheldon Axler San Francisco State University Kenneth Ribet University of California, Berkeley
Advisory Board: Colin C. Adams, Williams College Alejandro Adem, University of British Columbia Ruth Charney, Brandeis University Irene M. Gamba, The University of Texas at Austin Roger E. Howe, Yale University David Jerison, Massachusetts Institute of Technology Jeffrey C. Lagarias, University of Michigan Jill Pipher, Brown University Fadil Santosa, University of Minnesota Amie Wilkinson, University of Chicago
Undergraduate Texts in Mathematics are generally aimed at third- and fourthyear undergraduate mathematics students at North American universities. These texts strive to provide students and teachers with new perspectives and novel approaches. The books include motivation that guides the reader to an appreciation of interrelations among different aspects of the subject. They feature examples that illustrate key concepts as well as exercises that strengthen understanding. For further volumes: http://www.springer.com/series/666
Steven Roman
Introduction to the Mathematics of Finance Arbitrage and Option Pricing Second Edition
Steven Roman Irvine, CA USA
ISSN 0172-6056 ISBN 978-1-4614-3581-5 ISBN 978-1-4614-3582-2 (eBook) DOI 10.1007/978-1-4614-3582-2 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012936125 Mathematics Subject Classification (2010): 91-01, 91B25
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