Introduction to the mathematics of finance / R.J. Williams.
Material type: TextSeries: Graduate studies in mathematics ; v. 72.Publisher: Providence, R.I. : American Mathematical Society, c2006Description: viii, 150 p. ; 26 cmISBN:- 0821839039 (hard : alk. paper)
- 332.01513 22
- HG106 .W545 2006
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 332.01513 WIL (Browse shelf(Opens below)) | 1 | Available | A405204B |
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332.015118 SHI Finance in continuous time : a primer / | 332.01513 ROM Introduction to the mathematics of finance : from risk management to options pricing / | 332.01513 ROM Introduction to the mathematics of finance : arbitrage and option pricing / | 332.01513 WIL Introduction to the mathematics of finance / | 332.01519 DIN Probability theory in finance : a mathematical guide to the Black-Scholes formula / | 332.015192 LIM Probability and finance theory / | 332.0151922 SHR Stochastic calculus for finance / |
Includes bibliographical references (p. ) and index.
Ch. 1. Financial markets and derivatives -- Ch. 2. Binomial model -- Ch. 3. Finite market model -- Ch. 4. Black-Scholes model -- Ch. 5. Multi-dimensional Black-Scholes model -- App. A. Conditional expectation and L[superscript p]-spaces -- App. B. Discrete time stochastic processes -- App. C. Continuous time stochastic processes -- App. D. Brownian motion and stochastic integration.
"The modern subject of mathematical finance has undergone considerable development, both in theory and practice, since the seminal work of Black and Scholes appeared a third of a century ago. This book is intended as an introduction to some elements of the theory that will enable students and researchers to go on to read more advanced texts and research papers."--BOOK JACKET.
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