TY  - BOOK
AU  - Williams,R.J.
TI  - Introduction to the mathematics of finance
T2  - Graduate studies in mathematics
SN  - 0821839039 (hard : alk. paper)
AV  - HG106 .W545 2006
U1  - 332.01513 22
PY  - 2006///
CY  - Providence, R.I.
PB  - American Mathematical Society
KW  - Finance
KW  - Mathematical models
KW  - Textbooks
N1  - 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
N2  - "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
ER  -