An undergraduate introduction to financial mathematics / J. Robert Buchanan.
Material type: 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: 513.93Item type | Current library | Collection | Call number | Vol info | Copy number | Status | Date due | Barcode | Item holds |
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Libros |
Biblioteca CESA
Diagonal 34 A No. 5 A - 23 Casa Incolda PBX: 339 53 00 serviciosbiblioteca@cesa.edu.co |
General | 513.93 / B918a (Browse shelf(Opens below)) | Ej. 1 | 1 | Available | 7101019878 |
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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