An elementary introduction to mathematical finance : options and other topics - Ross, Sheldon M.; Ross, Sheldon M. (Cambridge, UK ; New York : Cambridge University Press, 2003)
Probability -- Normal random variables -- Geometric Brownian motion -- Interest rates and present value analysis -- Pricing contracts via Arbitrage -- The Arbitrage Theorem -- The Black-Scholes formula -- Additional results on options -- Valuing by expected utility -- Optimization models -- Exotic options -- Beyond geometric Brownian motion models -- Autogressive models and mean reversion
Rev. ed. of: An introduction to mathematical finance. 1999
Includes bibliographical references and index
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Keywords: Analyse stochastique; Investments -- Mathematics; Options (Finance) -- Mathematical models; Securities -- Prices -- Mathematical models; Stochastic analysis