Undergraduate introduction to financial mathematics
Material type:
TextPublication details: New Jersey World Scientific 2012Edition: 3rdDescription: xviii,464pISBN: - 9789814407441
- 330.01513 22 BU-U
- HF5691 .B875 2012
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| Item type | Home library | Collection | Call number | Status | Date due | Barcode | |
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OPJGU Sonepat- Campus Main Library | General Books | 330.01513 BU-U (Browse shelf(Opens below)) | Available | 128252 |
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| 330.0151 SY-M Mathematics for economic analysis | 330.0151 SY-M Mathematics for economic analysis | 330.015118 GL- Global analysis of dynamic models in economics and finance essays in honour of Laura Gardini | 330.01513 BU-U Undergraduate introduction to financial mathematics | 330.01519 OK-R Real analysis with economic applications | 330.015192 MO-R Random sets in econometrics | 330.0151923 WH-E Econometric analysis of stochastic dominance concepts, methods, tools, and applications |
Includes bibliographical references 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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