An elementary introduction to probability and mathematical finance including a chapter on the Capital Asset Pricing Model (CAPM), a topic that is very popular among practitioners and economists.
Dr. Roman has authored 32 books, including a number of books on mathematics, such as Coding and Information Theory, Advanced Linear Algebra, and Field Theory, published by Springer-Verlag.
ISBN: | 9780387213644 |
Publication date: | 10th August 2004 |
Author: | Steven Roman |
Publisher: | Springer an imprint of Springer New York |
Format: | Paperback |
Pagination: | 356 pages |
Series: | Undergraduate Texts in Mathematics |
Genres: |
Applied mathematics Stochastics Finance and the finance industry Probability and statistics Economics, Finance, Business and Management |