Información del autor
Autor Roman, Steven |
Documentos disponibles escritos por este autor (6)
Refinar búsqueda
Título : Advanced Linear Algebra Tipo de documento: documento electrónico Autores: Roman, Steven ; SpringerLink (Online service) Editorial: New York, NY : Springer New York Fecha de publicación: 2005 Colección: Graduate Texts in Mathematics, ISSN 0072-5285 num. 135 Número de páginas: XVI, 486 p. 18 illus Il.: online resource ISBN/ISSN/DL: 978-0-387-27474-4 Idioma : Inglés (eng) Palabras clave: Mathematics Matrix theory Algebra Linear and Multilinear Algebras, Theory Clasificación: 51 Matemáticas Resumen: This is a graduate textbook covering an especially broad range of topics. The first part of the book contains a careful but rapid discussion of the basics of linear algebra, including vector spaces, linear transformations, quotient spaces, and isomorphism theorems. The author then proceeds to modules, emphasizing a comparison with vector spaces. A thorough discussion of inner product spaces, eigenvalues, eigenvectors, and finite dimensional spectral theory follows, culminating in the finite dimensional spectral theorem for normal operators. The second part of the book is a collection of topics, including metric vector spaces, metric spaces, Hilbert spaces, tensor products, and affine geometry. The last chapter discusses the umbral calculus, an area of modern algebra with many important applications. The new edition has been thoroughly rewritten, both in the text and exercise sets, and contains new chapters on convexity and separation, positive solutions to linear systems, singular values and QR decompostion. Treatments of tensor products and the umbral calculus have been greatly expanded and discussions of determinants, complexification of a real vector space, Schur's lemma and Gersgorin disks have been added. The author is Emeritus Professor of Mathematics, having taught at a number of universities, including MIT, UC Santa Barabara, the University of South Florida, the California State University at Fullerton and UC Irvine. He has written 27 books in mathematics at various levels and 9 books on computing. His interests lie mostly in the areas of algebra, set theory and logic, probability and finance Nota de contenido: Preliminaries -- Preliminaries -- Basic Linear Algebra -- Vector Spaces -- Linear Transformations -- The Isomorphism Theorems -- Modules I: Basic Properties -- Modules II: Free and Noetherian Modules -- Modules over a Principal Ideal Domain -- The Structure of a Linear Operator -- Eigenvalues and Eigenvectors -- Real and Complex Inner Product Spaces -- Structure Theory for Normal Operators -- Topics -- Metric Vector Spaces: The Theory of Bilinear Forms -- Metric Spaces -- Hilbert Spaces -- Tensor Products -- Positive Solutions to Linear Systems: Convexity and Separation -- Affine Geometry -- Operator Factorizations: QR and Singular Value -- The Umbral Calculus En línea: http://dx.doi.org/10.1007/0-387-27474-X Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35120 Advanced Linear Algebra [documento electrónico] / Roman, Steven ; SpringerLink (Online service) . - New York, NY : Springer New York, 2005 . - XVI, 486 p. 18 illus : online resource. - (Graduate Texts in Mathematics, ISSN 0072-5285; 135) .
ISBN : 978-0-387-27474-4
Idioma : Inglés (eng)
Palabras clave: Mathematics Matrix theory Algebra Linear and Multilinear Algebras, Theory Clasificación: 51 Matemáticas Resumen: This is a graduate textbook covering an especially broad range of topics. The first part of the book contains a careful but rapid discussion of the basics of linear algebra, including vector spaces, linear transformations, quotient spaces, and isomorphism theorems. The author then proceeds to modules, emphasizing a comparison with vector spaces. A thorough discussion of inner product spaces, eigenvalues, eigenvectors, and finite dimensional spectral theory follows, culminating in the finite dimensional spectral theorem for normal operators. The second part of the book is a collection of topics, including metric vector spaces, metric spaces, Hilbert spaces, tensor products, and affine geometry. The last chapter discusses the umbral calculus, an area of modern algebra with many important applications. The new edition has been thoroughly rewritten, both in the text and exercise sets, and contains new chapters on convexity and separation, positive solutions to linear systems, singular values and QR decompostion. Treatments of tensor products and the umbral calculus have been greatly expanded and discussions of determinants, complexification of a real vector space, Schur's lemma and Gersgorin disks have been added. The author is Emeritus Professor of Mathematics, having taught at a number of universities, including MIT, UC Santa Barabara, the University of South Florida, the California State University at Fullerton and UC Irvine. He has written 27 books in mathematics at various levels and 9 books on computing. His interests lie mostly in the areas of algebra, set theory and logic, probability and finance Nota de contenido: Preliminaries -- Preliminaries -- Basic Linear Algebra -- Vector Spaces -- Linear Transformations -- The Isomorphism Theorems -- Modules I: Basic Properties -- Modules II: Free and Noetherian Modules -- Modules over a Principal Ideal Domain -- The Structure of a Linear Operator -- Eigenvalues and Eigenvectors -- Real and Complex Inner Product Spaces -- Structure Theory for Normal Operators -- Topics -- Metric Vector Spaces: The Theory of Bilinear Forms -- Metric Spaces -- Hilbert Spaces -- Tensor Products -- Positive Solutions to Linear Systems: Convexity and Separation -- Affine Geometry -- Operator Factorizations: QR and Singular Value -- The Umbral Calculus En línea: http://dx.doi.org/10.1007/0-387-27474-X Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35120 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Advanced Linear Algebra Tipo de documento: documento electrónico Autores: Roman, Steven ; SpringerLink (Online service) Editorial: New York, NY : Springer New York Fecha de publicación: 2008 Colección: Graduate Texts in Mathematics, ISSN 0072-5285 num. 135 Número de páginas: XVIII, 526 p Il.: online resource ISBN/ISSN/DL: 978-0-387-72831-5 Idioma : Inglés (eng) Palabras clave: Mathematics Matrix theory Algebra Linear and Multilinear Algebras, Theory Clasificación: 51 Matemáticas Resumen: For the third edition, the author has added a new chapter on associative algebras that includes the well known characterizations of the finite-dimensional division algebras over the real field (a theorem of Frobenius) and over a finite field (Wedderburn's theorem); polished and refined some arguments (such as the discussion of reflexivity, the rational canonical form, best approximations and the definitions of tensor products); upgraded some proofs that were originally done only for finite-dimensional/rank cases; added new theorems, including the spectral mapping theorem; considerably expanded the reference section with over a hundred references to books on linear algebra. From the reviews of the second edition: "In this 2nd edition, the author has rewritten the entire book and has added more than 100 pages of new materials....As in the previous edition, the text is well written and gives a thorough discussion of many topics of linear algebra and related fields...the exercises are rewritten and expanded....Overall, I found the book a very useful one....It is a suitable choice as a graduate text or as a reference book." Ali-Akbar Jafarian, ZentralblattMATH "This is a formidable volume, a compendium of linear algebra theory, classical and modern... The development of the subject is elegant...The proofs are neat...The exercise sets are good, with occasional hints given for the solution of trickier problems...It represents linear algebra and does so comprehensively." Henry Ricardo, MAA Online Nota de contenido: Basic Linear Algebra -- Vector Spaces -- Linear Transformations -- The Isomorphism Theorems -- Modules I: Basic Properties -- Modules II: Free and Noetherian Modules -- Modules over a Principal Ideal Domain -- The Structure of a Linear Operator -- Eigenvalues and Eigenvectors -- Real and Complex Inner Product Spaces -- Structure Theory for Normal Operators -- Topics -- Metric Vector Spaces: The Theory of Bilinear Forms -- Metric Spaces -- Hilbert Spaces -- Tensor Products -- Positive Solutions to Linear Systems: Convexity and Separation -- Affine Geometry -- Singular Values and the Moore–Penrose Inverse -- An Introduction to Algebras -- The Umbral Calculus En línea: http://dx.doi.org/10.1007/978-0-387-72831-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34171 Advanced Linear Algebra [documento electrónico] / Roman, Steven ; SpringerLink (Online service) . - New York, NY : Springer New York, 2008 . - XVIII, 526 p : online resource. - (Graduate Texts in Mathematics, ISSN 0072-5285; 135) .
ISBN : 978-0-387-72831-5
Idioma : Inglés (eng)
Palabras clave: Mathematics Matrix theory Algebra Linear and Multilinear Algebras, Theory Clasificación: 51 Matemáticas Resumen: For the third edition, the author has added a new chapter on associative algebras that includes the well known characterizations of the finite-dimensional division algebras over the real field (a theorem of Frobenius) and over a finite field (Wedderburn's theorem); polished and refined some arguments (such as the discussion of reflexivity, the rational canonical form, best approximations and the definitions of tensor products); upgraded some proofs that were originally done only for finite-dimensional/rank cases; added new theorems, including the spectral mapping theorem; considerably expanded the reference section with over a hundred references to books on linear algebra. From the reviews of the second edition: "In this 2nd edition, the author has rewritten the entire book and has added more than 100 pages of new materials....As in the previous edition, the text is well written and gives a thorough discussion of many topics of linear algebra and related fields...the exercises are rewritten and expanded....Overall, I found the book a very useful one....It is a suitable choice as a graduate text or as a reference book." Ali-Akbar Jafarian, ZentralblattMATH "This is a formidable volume, a compendium of linear algebra theory, classical and modern... The development of the subject is elegant...The proofs are neat...The exercise sets are good, with occasional hints given for the solution of trickier problems...It represents linear algebra and does so comprehensively." Henry Ricardo, MAA Online Nota de contenido: Basic Linear Algebra -- Vector Spaces -- Linear Transformations -- The Isomorphism Theorems -- Modules I: Basic Properties -- Modules II: Free and Noetherian Modules -- Modules over a Principal Ideal Domain -- The Structure of a Linear Operator -- Eigenvalues and Eigenvectors -- Real and Complex Inner Product Spaces -- Structure Theory for Normal Operators -- Topics -- Metric Vector Spaces: The Theory of Bilinear Forms -- Metric Spaces -- Hilbert Spaces -- Tensor Products -- Positive Solutions to Linear Systems: Convexity and Separation -- Affine Geometry -- Singular Values and the Moore–Penrose Inverse -- An Introduction to Algebras -- The Umbral Calculus En línea: http://dx.doi.org/10.1007/978-0-387-72831-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34171 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Field Theory Tipo de documento: documento electrónico Autores: Roman, Steven ; SpringerLink (Online service) Editorial: New York, NY : Springer New York Fecha de publicación: 2006 Colección: Graduate Texts in Mathematics, ISSN 0072-5285 num. 158 Número de páginas: XII, 335 p. 18 illus Il.: online resource ISBN/ISSN/DL: 978-0-387-27678-6 Idioma : Inglés (eng) Palabras clave: Mathematics Algebra Field theory (Physics) Number Theory and Polynomials Clasificación: 51 Matemáticas Resumen: This book presents the basic theory of fields, starting more or less from the beginning. It is suitable for a graduate course in field theory, or independent study. The reader is expected to have taken an undergraduate course in abstract algebra, not so much for the material it contains but in order to gain a certain level of mathematical maturity. For this new edition, the author has rewritten the text based on his experiences teaching from the first edition. There are new exercises, a new chapter on Galois theory from an historical perspective, and additional topics sprinkled throughout the text, including a proof of the Fundamental Theorem of Algebra, a discussion of casus irreducibilis, Berlekamp's algorithm for factoring polynomials over Zp and natural and accessory irrationalities. From the reviews of the first edition: The book is written in a clear and explanatory style...the book is recommended for a graduate course in field theory as well as for independent study. - T. Albu, Mathematical Reviews ...[the author] does an excellent job of stressing the key ideas. This book should not only work well as a textbook for a beginning graduate course in field theory, but also for a student who wishes to take a field theory course as independent study. - J.N.Mordeson, Zentralblatt Nota de contenido: Preliminaries -- Preliminaries -- Field Extensions -- Polynomials -- Field Extensions -- Embeddings and Separability -- Algebraic Independence -- Galois Theory -- Galois Theory I: An Historical Perspective -- Galois Theory II: The Theory -- Galois Theory III: The Galois Group of a Polynomial -- A Field Extension as a Vector Space -- Finite Fields I: Basic Properties -- Finite Fields II: Additional Properties -- The Roots of Unity -- Cyclic Extensions -- Solvable Extensions -- The Theory of Binomials -- Binomials -- Families of Binomials En línea: http://dx.doi.org/10.1007/0-387-27678-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34742 Field Theory [documento electrónico] / Roman, Steven ; SpringerLink (Online service) . - New York, NY : Springer New York, 2006 . - XII, 335 p. 18 illus : online resource. - (Graduate Texts in Mathematics, ISSN 0072-5285; 158) .
ISBN : 978-0-387-27678-6
Idioma : Inglés (eng)
Palabras clave: Mathematics Algebra Field theory (Physics) Number Theory and Polynomials Clasificación: 51 Matemáticas Resumen: This book presents the basic theory of fields, starting more or less from the beginning. It is suitable for a graduate course in field theory, or independent study. The reader is expected to have taken an undergraduate course in abstract algebra, not so much for the material it contains but in order to gain a certain level of mathematical maturity. For this new edition, the author has rewritten the text based on his experiences teaching from the first edition. There are new exercises, a new chapter on Galois theory from an historical perspective, and additional topics sprinkled throughout the text, including a proof of the Fundamental Theorem of Algebra, a discussion of casus irreducibilis, Berlekamp's algorithm for factoring polynomials over Zp and natural and accessory irrationalities. From the reviews of the first edition: The book is written in a clear and explanatory style...the book is recommended for a graduate course in field theory as well as for independent study. - T. Albu, Mathematical Reviews ...[the author] does an excellent job of stressing the key ideas. This book should not only work well as a textbook for a beginning graduate course in field theory, but also for a student who wishes to take a field theory course as independent study. - J.N.Mordeson, Zentralblatt Nota de contenido: Preliminaries -- Preliminaries -- Field Extensions -- Polynomials -- Field Extensions -- Embeddings and Separability -- Algebraic Independence -- Galois Theory -- Galois Theory I: An Historical Perspective -- Galois Theory II: The Theory -- Galois Theory III: The Galois Group of a Polynomial -- A Field Extension as a Vector Space -- Finite Fields I: Basic Properties -- Finite Fields II: Additional Properties -- The Roots of Unity -- Cyclic Extensions -- Solvable Extensions -- The Theory of Binomials -- Binomials -- Families of Binomials En línea: http://dx.doi.org/10.1007/0-387-27678-5 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=34742 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Fundamentals of Group Theory : An Advanced Approach Tipo de documento: documento electrónico Autores: Roman, Steven ; SpringerLink (Online service) Editorial: Boston : Birkhäuser Boston Fecha de publicación: 2012 Número de páginas: XII, 380 p. 21 illus Il.: online resource ISBN/ISSN/DL: 978-0-8176-8301-6 Idioma : Inglés (eng) Palabras clave: Mathematics Algebra Group theory Ordered algebraic structures Theory and Generalizations Order, Lattices, Algebraic Structures Clasificación: 51 Matemáticas Resumen: Fundamentals of Group Theory provides an advanced look at the basic theory of groups. Standard topics in the field are covered alongside a great deal of unique content. There is an emphasis on universality when discussing the isomorphism theorems, quotient groups and free groups as well as a focus on the role of applying certain operations, such as intersection, lifting and quotient to a “group extension”. Certain concepts, such as subnormality, group actions and chain conditions are introduced perhaps a bit earlier than in other texts at this level, in the hopes that the reader would acclimate to these concepts earlier. Some additional features of the work include: An historical look at how Galois viewed groups. The problem of whether the commutator subgroup of a group is the same as the set of commutators of the group, including an example of when this is not the case. The subnormal join property, that is, the property that the join of two subnormal subgroups is subnormal. Cancellation in direct sums. A complete proof of the theorem of Baer characterizing nonabelian groups with the property that all of their subgroups are normal. A somewhat more in depth discussion of the structure of p-groups, including the nature of conjugates in a p-group, a proof that a p-group with a unique subgroup of any order must be either cyclic (for p>2) or else cyclic or generalized quaternion (for p=2) and the nature of gro ups of order p^n that have elements of order p^(n-1). A discussion of the Sylow subgroups of the symmetric group in terms of wreath products. An introduction to the techniques used to characterize finite simple groups. Birkhoff's theorem on equational classes and relative freeness. This book is suitable for a graduate course in group theory, part of a graduate course in abstract algebra or for independent study. It can also be read by advanced undergraduates. The book assumes no specific background in group theory, but does assume some level of mathematical sophistication on the part of the reader Nota de contenido: Preliminaries -- Groups and Subgroups -- Cosets, Index and Normal Subgroups -- Homomorphisms -- Chain Conditions and Subnormality -- Direct and Semidirect Products -- Permutation Groups -- Group Actions -- The Structure of –Groups -- Sylow Theory -- The Classification Problem for Groups -- Finiteness Conditions -- Free Groups and Presentations -- Abelian Groups -- References En línea: http://dx.doi.org/10.1007/978-0-8176-8301-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32689 Fundamentals of Group Theory : An Advanced Approach [documento electrónico] / Roman, Steven ; SpringerLink (Online service) . - Boston : Birkhäuser Boston, 2012 . - XII, 380 p. 21 illus : online resource.
ISBN : 978-0-8176-8301-6
Idioma : Inglés (eng)
Palabras clave: Mathematics Algebra Group theory Ordered algebraic structures Theory and Generalizations Order, Lattices, Algebraic Structures Clasificación: 51 Matemáticas Resumen: Fundamentals of Group Theory provides an advanced look at the basic theory of groups. Standard topics in the field are covered alongside a great deal of unique content. There is an emphasis on universality when discussing the isomorphism theorems, quotient groups and free groups as well as a focus on the role of applying certain operations, such as intersection, lifting and quotient to a “group extension”. Certain concepts, such as subnormality, group actions and chain conditions are introduced perhaps a bit earlier than in other texts at this level, in the hopes that the reader would acclimate to these concepts earlier. Some additional features of the work include: An historical look at how Galois viewed groups. The problem of whether the commutator subgroup of a group is the same as the set of commutators of the group, including an example of when this is not the case. The subnormal join property, that is, the property that the join of two subnormal subgroups is subnormal. Cancellation in direct sums. A complete proof of the theorem of Baer characterizing nonabelian groups with the property that all of their subgroups are normal. A somewhat more in depth discussion of the structure of p-groups, including the nature of conjugates in a p-group, a proof that a p-group with a unique subgroup of any order must be either cyclic (for p>2) or else cyclic or generalized quaternion (for p=2) and the nature of gro ups of order p^n that have elements of order p^(n-1). A discussion of the Sylow subgroups of the symmetric group in terms of wreath products. An introduction to the techniques used to characterize finite simple groups. Birkhoff's theorem on equational classes and relative freeness. This book is suitable for a graduate course in group theory, part of a graduate course in abstract algebra or for independent study. It can also be read by advanced undergraduates. The book assumes no specific background in group theory, but does assume some level of mathematical sophistication on the part of the reader Nota de contenido: Preliminaries -- Groups and Subgroups -- Cosets, Index and Normal Subgroups -- Homomorphisms -- Chain Conditions and Subnormality -- Direct and Semidirect Products -- Permutation Groups -- Group Actions -- The Structure of –Groups -- Sylow Theory -- The Classification Problem for Groups -- Finiteness Conditions -- Free Groups and Presentations -- Abelian Groups -- References En línea: http://dx.doi.org/10.1007/978-0-8176-8301-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32689 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar
Título : Introduction to the Mathematics of Finance : Arbitrage and Option Pricing Tipo de documento: documento electrónico Autores: Roman, Steven ; SpringerLink (Online service) Editorial: New York, NY : Springer New York Fecha de publicación: 2012 Colección: Undergraduate Texts in Mathematics, ISSN 0172-6056 Número de páginas: XVI, 288 p Il.: online resource ISBN/ISSN/DL: 978-1-4614-3582-2 Idioma : Inglés (eng) Palabras clave: Mathematics Finance Economics, Mathematical Probabilities Quantitative Probability Theory and Stochastic Processes Finance, general Clasificación: 51 Matemáticas Resumen: The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed. The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a "need-to-know" basis. No background in finance is required, since the book contains a chapter on options Nota de contenido: Preface -- Notation Key and Greek Alphabet -- 0 Introduction -- Part 1 Options and Arbitrage -- 1 Background on Options -- 2 An Aperitif on Arbitrage -- Part 2 Discrete-Time Pricing Models -- 3 Discrete Probability -- 4 Stochastic Processes, Filtrations and Martingales -- 5 Discrete-Time Pricing Models -- 6 The Binomial Model -- 7 Pricing Nonattainable Alternatives in an Incomplete Market -- 8 Optimal Stopping and American Options -- Part 3 the Black-Scholes Option Pricing Formula -- 9 Continuous Probability -- 10 The Black-Scholes Option Pricing Formula -- Appendix A: Convexity and the Separation Theorem -- Appendix B: Closed, Convex Cones -- Selected Solutions -- References -- Index En línea: http://dx.doi.org/10.1007/978-1-4614-3582-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32802 Introduction to the Mathematics of Finance : Arbitrage and Option Pricing [documento electrónico] / Roman, Steven ; SpringerLink (Online service) . - New York, NY : Springer New York, 2012 . - XVI, 288 p : online resource. - (Undergraduate Texts in Mathematics, ISSN 0172-6056) .
ISBN : 978-1-4614-3582-2
Idioma : Inglés (eng)
Palabras clave: Mathematics Finance Economics, Mathematical Probabilities Quantitative Probability Theory and Stochastic Processes Finance, general Clasificación: 51 Matemáticas Resumen: The Mathematics of Finance has been a hot topic ever since the discovery of the Black-Scholes option pricing formulas in 1973. Unfortunately, there are very few undergraduate textbooks in this area. This book is specifically written for advanced undergraduate or beginning graduate students in mathematics, finance or economics. This book concentrates on discrete derivative pricing models, culminating in a careful and complete derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model. This second edition is a complete rewrite of the first edition with significant changes to the topic organization, thus making the book flow much more smoothly. Several topics have been expanded such as the discussions of options, including the history of options, and pricing nonattainable alternatives. In this edition the material on probability has been condensed into fewer chapters, and the material on the capital asset pricing model has been removed. The mathematics is not watered down, but it is appropriate for the intended audience. Previous knowledge of measure theory is not needed and only a small amount of linear algebra is required. All necessary probability theory is developed throughout the book on a "need-to-know" basis. No background in finance is required, since the book contains a chapter on options Nota de contenido: Preface -- Notation Key and Greek Alphabet -- 0 Introduction -- Part 1 Options and Arbitrage -- 1 Background on Options -- 2 An Aperitif on Arbitrage -- Part 2 Discrete-Time Pricing Models -- 3 Discrete Probability -- 4 Stochastic Processes, Filtrations and Martingales -- 5 Discrete-Time Pricing Models -- 6 The Binomial Model -- 7 Pricing Nonattainable Alternatives in an Incomplete Market -- 8 Optimal Stopping and American Options -- Part 3 the Black-Scholes Option Pricing Formula -- 9 Continuous Probability -- 10 The Black-Scholes Option Pricing Formula -- Appendix A: Convexity and the Separation Theorem -- Appendix B: Closed, Convex Cones -- Selected Solutions -- References -- Index En línea: http://dx.doi.org/10.1007/978-1-4614-3582-2 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=32802 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Permalink
