An undergraduate introduction to financial mathematics / J. Robert Buchanan.
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TextLanguage: English Publisher: Hackensack, NJ : World Scientific Pub., 2012Edition: Third editionDescription: xviii, 464 páginas : ilustraciones ; 24 cmContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9789814407441Subject(s): Matemáticas en administración | Matemáticas financiera | Crédito -- Modelos matemáticos | Matemáticas financieras | Tasas de interésDDC classification: 513.93 | Item type | Current library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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General | 513.93 / B918a (Browse shelf(Opens below)) | Ej. 1 | 1 | Available | 7101019878 |
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| 513.93 / A985m Matemáticas financieras / Fernando Ocampo Compean. | 513.93 / A985t Teorías y problemas de matemáticas financieras / | 513.93 / B116m Las matemáticas financieras y los sistemas / | 513.93 / B918a An undergraduate introduction to financial mathematics / | 513.93 / C213m Matemáticas financieras : fundamentos y aplicaciones / | 513.93 / C317c Conferencia sobre matemáticas financieras / | 513.93 / C317e Estructura matemática para la evaluación de proyectos / |
Includes bibliographical references (p. 455\458) and index.
Preface \\ Preface to the second edition \\ Preface to the first edition \\ 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 \\ Appendix A: Sample stock market data \\ Appendix B: Solutions to chapter exercises \\ Bibliography \\ Index.
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