An undergraduate introduction to financial mathematics (Record no. 33275)
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| 000 -LEADER | |
|---|---|
| fixed length control field | nam a22 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240404b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9798886130249 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 650.0151 |
| Item number | BUC |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Buchanan, J. Robert |
| 245 ## - TITLE STATEMENT | |
| Title | An undergraduate introduction to financial mathematics |
| 250 ## - EDITION STATEMENT | |
| Edition statement | 4th ed. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc | World Scientific, |
| Date of publication, distribution, etc | 2024 |
| Place of publication, distribution, etc | New Jersey : |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvi, 449p. ; |
| Other physical details | ill., |
| Dimensions | 23 cm. |
| 365 ## - TRADE PRICE | |
| Price amount | 1750.00 |
| Price type code | ₹ |
| Unit of pricing | 01 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 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, random variables and probability, stochastic processes, arbitrage, option pricing, hedging, and portfolio optimization. The student progresses from knowing only elementary calculus to understanding the derivation and solution of the Black-Scholes partial differential equation and its solutions. This is one of the few books on the subject of financial mathematics which is accessible to undergraduates having only a thorough grounding in elementary calculus. It explains the subject matter without "hand waving" arguments and includes numerous examples. Every chapter concludes with a set of exercises which test the chapter's concepts and fill in details of derivations."--BOOK JACKET. "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, random variables and probability, stochastic processes, arbitrage, option pricing, hedging, and portfolio optimization. The student progresses from knowing only elementary calculus to understanding the derivation and solution of the Black-Scholes partial differential equation and its solutions. This is one of the few books on the subject of financial mathematics which is accessible to undergraduates having only a thorough grounding in elementary calculus. It explains the subject matter without “hand waving” arguments and includes numerous examples. Every chapter concludes with a set of exercises which test the chapter's concepts and fill in details of derivations. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business mathematics |
| Topical term or geographic name as entry element | Financial mathematics |
| Topical term or geographic name as entry element | Theory of interest |
| Topical term or geographic name as entry element | Probability |
| Topical term or geographic name as entry element | Binomial trees |
| Topical term or geographic name as entry element | Random variables |
| Topical term or geographic name as entry element | Hedging |
| Topical term or geographic name as entry element | Arbitrage theorem |
| Topical term or geographic name as entry element | Black-Scholes |
| Topical term or geographic name as entry element | Hedging |
| Topical term or geographic name as entry element | Discrete Probability |
| Topical term or geographic name as entry element | Optimal Portfolio Choice |
| Topical term or geographic name as entry element | Brownian Motion |
| Topical term or geographic name as entry element | Black–Scholes Model |
| Topical term or geographic name as entry element | Normal Random Variables |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Item type | Books |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Date acquired | Cost, normal purchase price | Total Checkouts | Full call number | Barcode | Date last seen | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | DAU | DAU | 03/04/2024 | 1750.00 | 650.0151 BUC | 034917 | 04/04/2024 | Books |