000			01559cam a2200289 a 4500
001			17328484
003			OSt
005			20161202020006.0
008			120601s2012 njua b 001 0 eng
010			_a 2012020686
020			_a9789814407441
040			_aDLC _cDLC _dDLC
042			_apcc
050	0	0	_aHF5691 _b.B875 2012
082	0	0	_a330.01/513 _223
100	1		_aBuchanan, J. Robert. _926739
245	1	3	_aAn undergraduate introduction to financial mathematics / _cJ. Robert Buchanan.
250			_a3rd ed.
260			_aHackensack, NJ : _bWorld Scientific Pub., _cc2012.
300			_axviii, 464 p. : _billustrations ; _c24 cm.
504			_aIncludes bibliographical references (p. 455-458) and index.
505	0		_aPreface -- 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.
650		0	_aBusiness mathematics. _926740
906			_a7 _bcbc _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2lcc _cBK _05
999			_c59016 _d58990