An undergraduate introduction to financial mathematics /
Buchanan, J. Robert
An undergraduate introduction to financial mathematics / J. Robert Buchanan - 3rd ed. - Singapore : World Scientific, 2012 - xviii, 464 p. : ill. ; 24 cm.
Includes bibliographical references 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 (hbk.)
Business mathematics
An undergraduate introduction to financial mathematics / J. Robert Buchanan - 3rd ed. - Singapore : World Scientific, 2012 - xviii, 464 p. : ill. ; 24 cm.
Includes bibliographical references 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 (hbk.)
Business mathematics