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An undergraduate introduction to financial mathematics / J. Robert Buchanan.

By: Buchanan, J. Robert.
Hackensack, NJ : World Scientific Pub., c2012Edition: 3rd ed.Description: xviii, 464 p. : illustrations ; 24 cm.ISBN: 9789814407441.Subject(s): Business mathematicsGenre/Form: Print books.DDC classification: 330.01/513
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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Current location Call number Status Date due Barcode Item holds
On Shelf HF5691 .B875 2012 (Browse shelf) Available AU0000000002628
Total holds: 0

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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