• AIU
  • Tony Wilmot Memorial Library
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An undergraduate introduction to financial mathematics / J. Robert Buchanan.

By: Material type: TextTextPublication details: Hackensack, NJ : World Scientific Pub., c2012.Edition: 3rd edDescription: xviii, 464 p. : illustrations ; 24 cmISBN:
  • 9789814407441
Subject(s): DDC classification:
  • 330.01/513 23
LOC classification:
  • HF5691 .B875 2012
Contents:
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.
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Holdings
Item type Current library Collection Call number Copy number Status Barcode
Books Books AIU/NEGST - Tony Wilmot Memorial Library General Stacks General Circulation HF 5691.B875 2012 (Browse shelf(Opens below)) 1 Available R28973W3232

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.

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