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005 | 20221101190451.0 | ||
008 | 060623s2006 njua b 001 0 eng d | ||
010 | _a 2006040085 | ||
011 | _aBIB MATCHES WORLDCAT | ||
020 | _a9812566376 | ||
020 | _a9789812566379 | ||
035 | _a(ATU)b11130222 | ||
035 | _a(OCoLC)64065953 | ||
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_aDLC _beng _erda _cDLC _dBAKER _dC#P _dBTCTA _dYDXCP _dMUQ _dNLGGC _dBTN _dDEBBG _dATU |
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042 | _apcc | ||
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. |
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300 |
_axiii, 270 pages : _billustrations ; _c24 cm |
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336 |
_atext _btxt _2rdacontent |
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337 |
_aunmediated _bn _2rdamedia |
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338 |
_avolume _bnc _2rdacarrier |
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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 |
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907 |
_a.b11130222 _b05-03-20 _c27-10-15 |
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