An undergraduate introduction to financial mathematics (Record no. 66570)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01614nam a2200145 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| ISBN | 9781944659844 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.01513 |
| Item number | BUC/U |
| 100 ## - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Buchanan, J. Robert |
| 245 ## - TITLE STATEMENT | |
| Title | An undergraduate introduction to financial mathematics |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Singapore |
| Name of publisher | World Scientific Publishing |
| Year of publication | 2022 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | 464p. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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, discrete and continuous random variables and probability, stochastic processes, linear programming, the Fundamental Theorem of Finance, option pricing, hedging, and portfolio optimization. This third edition expands on the second by including a new chapter on the extensions of the Black-Scholes model of option pricing and a greater number of exercises at the end of each chapter. More background material and exercises added, with solutions provided to the other chapters, allowing the textbook to better stand alone as an introduction to financial mathematics. The reader progresses from a solid grounding in multivariable calculus through a derivation of the Black-Scholes equation, its solution, properties, and applications. The text attempts to be as self-contained as possible without relying on advanced mathematical and statistical topics. The material presented in this book will adequately prepare the reader for graduate-level study in mathematical finance......<br/><br/> |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Business mathematics |
| -- | Financial mathematics |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | BK |
| 952 ## - LOCATION AND ITEM INFORMATION (KOHA) | |
| Withdrawn status | |
| Lost status | |
| Damaged status | |
| Collection code | Home library | Shelving location | Date acquired | Full call number | Accession Number | Koha item type |
|---|---|---|---|---|---|---|
| Stack | Kannur University Central Library | Stack | 18/04/2023 | 330.01513 BUC/U | 59419 | BK |