Calculus of finance
Material type: TextPublication details: Hyderabad Universities press 2010Description: xii, 283 ppISBN: 9788173717239Subject(s): Mathematical economicsLOC classification: HB135
Contents:
Basic concepts;
Deterministic cash flows;
Random cash flows;
Forwards and futures;
Stock price models;
Options;
The black-scholes model;
Value at risk;
Appendix A: Calculus;
Appendix B: Probability and statistics;
Appendix C: Solutions to selected exercises
Item type | Current library | Collection | Shelving location | Call number | Copy number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|---|---|---|---|
Book | ICTS | Economics | Rack No 01 | HB135 (Browse shelf (Opens below)) | 1 | Available | 02570 |
Total holds: 0
Basic concepts;
Deterministic cash flows;
Random cash flows;
Forwards and futures;
Stock price models;
Options;
The black-scholes model;
Value at risk;
Appendix A: Calculus;
Appendix B: Probability and statistics;
Appendix C: Solutions to selected exercises
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