An undergraduate introduction to financial mathematics (Record no. 6281)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01953nam a22002297a 4500 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240219130657.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240219b |||||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781944659844 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 330.01513 |
| 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 | 3rd |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Name of publisher, distributor, etc. | World Scientific Publishing |
| Place of publication, distribution, etc. | Singapore |
| Date of publication, distribution, etc. | 2022 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xviii, 464 p. |
| 365 ## - TRADE PRICE | |
| Price type code | INR |
| Price amount | 1195.00 |
| 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/>(https://www.worldscientific.com/worldscibooks/10.1142/8495#t=aboutBook) |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Financial mathematics |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Fundamental Theorem--Finance |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Black-Scholes equation |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Book |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Bill No | Bill Date | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Cost, normal purchase price | Total Checkouts | Full call number | Accession Number | Date last seen | Copy number | Cost, replacement price | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Finance & Accounting | SBHPL/INV/1162/2023-2024 | 27-01-2024 | Indian Institute of Management LRC | Indian Institute of Management LRC | General Stacks | 02/19/2024 | Sarat Book House Pvt. Ltd. | 830.52 | 330.01513 BUC | 005926 | 02/19/2024 | 1 | 1195.00 | 02/19/2024 | Book |