An Undergraduate Introduction to Financial Mathematics
Autor J. Robert Buchananen Limba Engleză Hardback – 12 iul 2012
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Specificații
ISBN-13: 9789814407441
ISBN-10: 9814407445
Pagini: 464
Dimensiuni: 155 x 231 x 30 mm
Greutate: 0.85 kg
Ediția:3
Editura: World Scientific Publishing Company
ISBN-10: 9814407445
Pagini: 464
Dimensiuni: 155 x 231 x 30 mm
Greutate: 0.85 kg
Ediția:3
Editura: World Scientific Publishing Company
Cuprins
The Theory of Interest; Discrete Probability; Normal Random Variables and Probability; The Arbitrage Theorem; Random Walks and Brownian Motion; Forwards and Futures; Options; Solution of the Black-Scholes Equation; Derivatives of Black-Scholes Option Prices; Hedging; Extensions of the Black-Scholes Model; Optimizing Portfolios; American Options.
Recenzii
This text now covers adequately most material needed to be covered in an undergraduate course in financial mathematics. The level of material is easy to follow, understand and work out which makes it suitable for classroom adoption. Overall, it is a good introduction to financial mathematics at the undergraduate level providing enough useful information which encourages one to think. -- Professor Man M Chawla "Fellow of Indian National Science Academy, and former Professor of Mathematics, Indian Institute of Technology, New Delhi"