Probability Theory in Finance: A Mathematical Guide to the Blac .9780821894903
Probability Theory in FinanceA Mathematical Guide to the Black-Scholes Formula\nAuthor(s): Sen Dineen\nFormat: Hardback\nPublisher: American Mathematical Society, United States\nImprint: American Mathematical Society\nISBN-13: 9780821894903, 978-0821894903\nSynopsis\nThe use of the Black-Scholes model and formula is pervasive in financial markets. There are very few undergraduate textbooks available on the subject and, until now, almost none written by mathematicians. Based on a course given by the author, the goal of this book is to introduce advanced undergraduates and beginning graduate students studying the mathematics of finance to the Black-Scholes formula. The author uses a first-principles approach, developing only the minimum background necessary to justify mathematical concepts and placing mathematical developments in context. \n\nThe book skillfully draws the reader toward the art of thinking mathematically and then proceeds to lay the foundations in analysis and probabili.
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