Sheldon M. , Ross <br/><br/>
An elementary introduction to mathematical finance 

 - 3a ed. 
 - New York  Cambridge University Press  2011 
 - 305 p. 
<br/><br/>Contiene: 1. Probability.- 2. Normal Random variables.- 3. Brownian motion and geometric brownian motion.- 4. Interest rates and present value analysis.- 5. Pricing contracts via Arbitrage.- 6. The arbitrage therorem.- 7. The black - scholes formula.- 8. Additional results on options.- 9. Valuing expected utility.- 10. Stochastic order relations.- 11. Optimization models.- 12. Stochastic dynamic programming.- 13. Exotic options.- 14. Beyond geometric brownian motion models.- 15. Autoregresive models and mean reversion. 
<br/><br/><label>ISBN: </label>978-0-521-19253-8 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Inversiones
<br/><br/><label>Subjects--Index Terms: </label>Análisis estocástico Modelos matemáticos Opciones Precios Valores 
<br/><br/><label>LC Class. No.: </label>HG/4515.3/R67/2011