| 000 | 01357nam a2200241 a 4500 | ||
|---|---|---|---|
| 001 | vtls000083414 | ||
| 003 | KUKTEM | ||
| 005 | 20251125095559.0 | ||
| 008 | 141113t2012 si a f 001 0 eng d | ||
| 020 | _a9789814407441 (hbk.) | ||
| 039 | 9 |
_a201504061307 _bsaini _y201411131406 _zezzatul |
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| 040 | _aUMP | ||
| 090 | _aHF5691 .B83 2012 | ||
| 100 | 1 | _aBuchanan, J. Robert | |
| 245 | 1 | 3 |
_aAn undergraduate introduction to financial mathematics / _cJ. Robert Buchanan |
| 250 | _a3rd ed. | ||
| 260 |
_aSingapore : _bWorld Scientific, _c2012 |
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| 300 |
_axviii, 464 p. : _bill. ; _c24 cm. |
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| 504 | _aIncludes bibliographical references 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 | |
| 999 |
_aVIRTUA40 _c72773 _d72779 |
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| 999 | _aVTLSSORT0080*0200*0400*0900*1000*2450*2500*2600*3000*5040*5050*6500*9992 | ||