Item type | Location | Call number | Status | Date due | Barcode | Item holds |
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Book |
Lee Yan Fong Library
Library Collection
Lee Yan Fong Library |
HF5691 B875 2012 (Browse shelf) | Available | 00008750 |
Includes bibliographical references and index.
Preface -- Preface to the second edition -- Preface to the first edition -- 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.