An undergraduate introduction to financial mathematics - Buchanan, J. Robert (Singapore World Scientific Publishing, 2012)
Contents: 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. 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.
Includes bibliographical references (p. 455-458) and index.
Keywords: Business mathematics