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Introduction to the Mathematics of Finance

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Publication:2880227
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DOI10.1007/978-1-4614-3582-2zbMath1251.91003OpenAlexW4239092946MaRDI QIDQ2880227

Steven Roman

Publication date: 12 April 2012

Published in: Undergraduate Texts in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-3582-2

zbMATH Keywords

option pricingprobabilityderivativearbitrageBlack-Scholes formula


Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Derivative securities (option pricing, hedging, etc.) (91G20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Financial and insurance mathematics (aspects of mathematics education) (97M30)


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