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035 _a(ATU)b11130222
035 _a(OCoLC)64065953
040 _aDLC
_beng
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050 0 0 _aHF5691
_b.B875 2006
082 0 0 _a330.01513
_222
100 1 _aBuchanan, J. Robert,
_eauthor.
_91058841
245 1 3 _aAn undergraduate introduction to financial mathematics /
_cJ. Robert Buchanan.
264 1 _aNew Jersey :
_bWorld Scientific Publishing,
_c2006.
300 _axiii, 270 pages :
_billustrations ;
_c24 cm
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
504 _aIncludes bibliographical references (pages 265-266) and index.
505 0 0 _g1.
_tThe theory of interest --
_g2.
_tDiscrete probability --
_g3.
_tNormal random variables and probability --
_g4.
_tThe arbitrage theorem --
_g5.
_tRandom walks and Brownian motion --
_g6.
_tOptions --
_g7.
_tSolution of the Black-Scholes equation --
_g8.
_tDerivatives of Black-Scholes option prices --
_g9.
_tHedging --
_g10.
_tOptimizing portfolios --
_gApp. A.
_tSample stock market data.
520 1 _a"This textbook provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three or four semester sequence of calculus courses. It introduces the theory of interest, random variables and probability, stochastic processes, arbitrage, option pricing, hedging, and portfolio optimization. The student progresses from knowing only elementary calculus to understanding the derivation and solution of the Black-Scholes partial differential equation and its solutions. This is one of the few books on the subject of financial mathematics which is accessible to undergraduates having only a thorough grounding in elementary calculus. It explains the subject matter without "hand waving" arguments and includes numerous examples. Every chapter concludes with a set of exercises which test the chapter's concepts and fill in details of derivations."--BOOK JACKET.
588 _aMachine converted from AACR2 source record.
650 0 _aBusiness mathematics
_9314905
907 _a.b11130222
_b05-03-20
_c27-10-15
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