An Introduction to Mathematical Finance: Options and Other Topics by Sheldon M. Ross (Author)
Publisher: Cambridge University Press (August 28, 1999) | ISBN-10: 0521770432 | PDF | 39 Mb | 200 pages
This mathematically elementary introduction to the theory of options pricing presents the BlackScholes theory of options as well as introducing such topics in finance as the time value of money, mean variance analysis, optimal portfolio selection, and the capital assets pricing model. The author assumes no prior knowledge of probability and presents all the necessary preliminary material simply and clearly. He explains the concept of arbitrage with examples, and then uses the arbitrage theorem, along with an approximation of geometric Brownian motion, to obtain a simple derivation of the Black-Scholes formula. In the later chapters he presents real price data indicating that this model is not always appropriate and shows how the model can be generalized to deal with such situations. No other text presents such topics in a mathematically accurate but accessible way. It will appeal to professional traders as well as undergraduates studying the basics of finance.

这里发的是第一版，刚看到 https://bbs.pinggu.org/dispbbs.asp?BoardID=86&replyID=80839&id=232529&skin=0 这里有第二版了，一并发出来，谢谢gjwmat版主。

[此贴子已经被作者于2008-9-10 6:31:23编辑过]