An undergraduate introduction to financial mathematics:
"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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Singapore [u.a.]
World Scientific
2006
|
| Schlagworte: | |
| Zusammenfassung: | "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. |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XIII, 270 S. graph. Darst. |
| ISBN: | 9812566376 |
Internformat
MARC
| LEADER | 00000nam a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV021692998 | ||
| 003 | DE-604 | ||
| 005 | 20130701 | ||
| 007 | t | ||
| 008 | 060810s2006 xxud||| |||| 00||| eng d | ||
| 010 | |a 2006040085 | ||
| 020 | |a 9812566376 |9 981-256-637-6 | ||
| 035 | |a (OCoLC)64065953 | ||
| 035 | |a (DE-599)BVBBV021692998 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-703 |a DE-824 |a DE-945 | ||
| 050 | 0 | |a HF5691 | |
| 082 | 0 | |a 330.01/513 |2 22 | |
| 084 | |a QP 890 |0 (DE-625)141965: |2 rvk | ||
| 084 | |a SK 980 |0 (DE-625)143277: |2 rvk | ||
| 100 | 1 | |a Buchanan, J. Robert |e Verfasser |0 (DE-588)102711332X |4 aut | |
| 245 | 1 | 0 | |a An undergraduate introduction to financial mathematics |c J. Robert Buchanan |
| 264 | 1 | |a Singapore [u.a.] |b World Scientific |c 2006 | |
| 300 | |a XIII, 270 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 520 | 1 | |a "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. | |
| 650 | 4 | |a Mathématiques financières | |
| 650 | 4 | |a Business mathematics | |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4151278-9 |a Einführung |2 gnd-content | |
| 689 | 0 | 0 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-014907050 | ||
Datensatz im Suchindex
| _version_ | 1804135520272384000 |
|---|---|
| adam_txt | |
| any_adam_object | |
| any_adam_object_boolean | |
| author | Buchanan, J. Robert |
| author_GND | (DE-588)102711332X |
| author_facet | Buchanan, J. Robert |
| author_role | aut |
| author_sort | Buchanan, J. Robert |
| author_variant | j r b jr jrb |
| building | Verbundindex |
| bvnumber | BV021692998 |
| callnumber-first | H - Social Science |
| callnumber-label | HF5691 |
| callnumber-raw | HF5691 |
| callnumber-search | HF5691 |
| callnumber-sort | HF 45691 |
| callnumber-subject | HF - Commerce |
| classification_rvk | QP 890 SK 980 |
| ctrlnum | (OCoLC)64065953 (DE-599)BVBBV021692998 |
| dewey-full | 330.01/513 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 330 - Economics |
| dewey-raw | 330.01/513 |
| dewey-search | 330.01/513 |
| dewey-sort | 3330.01 3513 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| discipline_str_mv | Mathematik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02260nam a2200421zc 4500</leader><controlfield tag="001">BV021692998</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20130701 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">060810s2006 xxud||| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2006040085</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9812566376</subfield><subfield code="9">981-256-637-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)64065953</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV021692998</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-703</subfield><subfield code="a">DE-824</subfield><subfield code="a">DE-945</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HF5691</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">330.01/513</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QP 890</subfield><subfield code="0">(DE-625)141965:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 980</subfield><subfield code="0">(DE-625)143277:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Buchanan, J. Robert</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)102711332X</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">An undergraduate introduction to financial mathematics</subfield><subfield code="c">J. Robert Buchanan</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Singapore [u.a.]</subfield><subfield code="b">World Scientific</subfield><subfield code="c">2006</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIII, 270 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="520" ind1="1" ind2=" "><subfield code="a">"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.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathématiques financières</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Business mathematics</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="655" ind1=" " ind2="7"><subfield code="0">(DE-588)4151278-9</subfield><subfield code="a">Einführung</subfield><subfield code="2">gnd-content</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-014907050</subfield></datafield></record></collection> |
| genre | (DE-588)4151278-9 Einführung gnd-content |
| genre_facet | Einführung |
| id | DE-604.BV021692998 |
| illustrated | Illustrated |
| index_date | 2024-07-02T15:15:00Z |
| indexdate | 2024-07-09T20:41:48Z |
| institution | BVB |
| isbn | 9812566376 |
| language | English |
| lccn | 2006040085 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014907050 |
| oclc_num | 64065953 |
| open_access_boolean | |
| owner | DE-703 DE-824 DE-945 |
| owner_facet | DE-703 DE-824 DE-945 |
| physical | XIII, 270 S. graph. Darst. |
| publishDate | 2006 |
| publishDateSearch | 2006 |
| publishDateSort | 2006 |
| publisher | World Scientific |
| record_format | marc |
| spelling | Buchanan, J. Robert Verfasser (DE-588)102711332X aut An undergraduate introduction to financial mathematics J. Robert Buchanan Singapore [u.a.] World Scientific 2006 XIII, 270 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index "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. Mathématiques financières Business mathematics Finanzmathematik (DE-588)4017195-4 gnd rswk-swf (DE-588)4151278-9 Einführung gnd-content Finanzmathematik (DE-588)4017195-4 s DE-604 |
| spellingShingle | Buchanan, J. Robert An undergraduate introduction to financial mathematics Mathématiques financières Business mathematics Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4151278-9 |
| title | An undergraduate introduction to financial mathematics |
| title_auth | An undergraduate introduction to financial mathematics |
| title_exact_search | An undergraduate introduction to financial mathematics |
| title_exact_search_txtP | An undergraduate introduction to financial mathematics |
| title_full | An undergraduate introduction to financial mathematics J. Robert Buchanan |
| title_fullStr | An undergraduate introduction to financial mathematics J. Robert Buchanan |
| title_full_unstemmed | An undergraduate introduction to financial mathematics J. Robert Buchanan |
| title_short | An undergraduate introduction to financial mathematics |
| title_sort | an undergraduate introduction to financial mathematics |
| topic | Mathématiques financières Business mathematics Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | Mathématiques financières Business mathematics Finanzmathematik Einführung |
| work_keys_str_mv | AT buchananjrobert anundergraduateintroductiontofinancialmathematics |