An undergraduate introduction to financial mathematics
By: by J. Robert Buchanan
Edition: 3rd ed.
Publisher: World Scientific Pub.; World Scientific Publishing Company
Published: 2012
Place of publication: Hackensack, NJ
Language: eng
ISBN-13: 9789814407441
Subjects: Business mathematics
Notes: Includes bibliographical references and index.
Table of contents: title: Preface; title: Preface to the second edition; title: Preface to the first edition; title: The theory of interest; title: Discrete probability; title: Normal random variables and probability; title: The arbitrage theorem; title: Random walks and brownian motion; title: Forwards and futures; title: Options; title: Solution of the black-scholes equation; title: Derivatives of black-scholes option prices; title: Hedging; title: Extensions of the black-scholes model; title: Optimizing portfolios; title: American options; title: Appendix A: Sample stock market data; title: Appendix B: Solutions to chapter exercises; title: Bibliography; title: Index.