An Undergraduate Introduction to Financial Mathematics [4th Ed.] / (Record no. 7057)

MARC details
000 -LEADER
fixed length control field 01681 a2200181 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20251209153322.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 241210b |||||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
ISBN 9798886130249
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.0151
Item number BucU4
100 ## - MAIN ENTRY--AUTHOR NAME
Personal name Buchanan, J Robert
245 ## - TITLE STATEMENT
Title An Undergraduate Introduction to Financial Mathematics [4th Ed.] /
Statement of responsibility, etc J Robert Buchanan
250 ## - EDITION STATEMENT
Edition statement 4th Ed.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication Singapore :
Name of publisher World Scientific,
Year of publication ©2024.
300 ## - PHYSICAL DESCRIPTION
Number of Pages xvi, 449p.
Accompanying material pbk
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 has been added 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.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical Term Mathematics
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
Holdings
Withdrawn status Lost status Damaged status Collection code Home library Current library Shelving location Date acquired Source of acquisition Purchase Price Bill number Full call number Accession Number Print Price Bill Date/Price effective from Koha item type
      General Books Indian Institute of Technology Tirupati Indian Institute of Technology Tirupati General Stacks 06/10/2025 Shri Raghavendra Global Books 1225.00 9349 330.0151 BucU4 (12062) 12062 1750.00 06/10/2025 Books