An undergraduate introduction to financial mathematics / J. Robert Buchanan
Material type:
TextPublication details: Singapore : World Scientific, 2012Edition: 3rd edDescription: xviii, 464 p. : ill. ; 24 cmISBN: - 9789814407441 (hbk.)
| Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Open Shelf
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UMPLIB PEKAN | HF5691 .B83 2012 (Browse shelf(Opens below)) | 1 | Available | 0000094000 |
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