An undergraduate introduction to financial mathematics /
Buchanan, J. Robert.
An undergraduate introduction to financial mathematics / J. Robert Buchanan. - 3rd ed. - Hackensack, NJ : World Scientific Pub., c2012. - xviii, 464 p. : illustrations ; 24 cm.
Includes bibliographical references (p. 455-458) and index.
Preface -- Preface to the second edition -- Preface to the first edition -- The theory of interest -- Discrete probability -- Normal random variables and probability -- The arbitrage theorem -- Random walks and brownian motion -- Forwards and futures -- Options -- Solution of the black-scholes equation -- Derivatives of black-scholes option prices -- Hedging -- Extensions of the black-scholes model -- Optimizing portfolios -- American options -- Appendix A: Sample stock market data -- Appendix B: Solutions to chapter exercises -- Bibliography -- Index.
9789814407441
2012020686
HF5691 / .B875 2012
330.01/513
An undergraduate introduction to financial mathematics / J. Robert Buchanan. - 3rd ed. - Hackensack, NJ : World Scientific Pub., c2012. - xviii, 464 p. : illustrations ; 24 cm.
Includes bibliographical references (p. 455-458) and index.
Preface -- Preface to the second edition -- Preface to the first edition -- The theory of interest -- Discrete probability -- Normal random variables and probability -- The arbitrage theorem -- Random walks and brownian motion -- Forwards and futures -- Options -- Solution of the black-scholes equation -- Derivatives of black-scholes option prices -- Hedging -- Extensions of the black-scholes model -- Optimizing portfolios -- American options -- Appendix A: Sample stock market data -- Appendix B: Solutions to chapter exercises -- Bibliography -- Index.
9789814407441
2012020686
HF5691 / .B875 2012
330.01/513