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Introduction to the mathematics of finance / R.J. Williams.

By: Material type: TextTextSeries: Graduate studies in mathematics ; v. 72.Publisher: Providence, R.I. : American Mathematical Society, c2006Description: viii, 150 p. ; 26 cmISBN:
  • 0821839039 (hard : alk. paper)
Subject(s): DDC classification:
  • 332.01513 22
LOC classification:
  • HG106 .W545 2006
Contents:
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.
Review: "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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Holdings
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

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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