| Undergraduate Introduction to Financial Mathematics, an (Second Edition) Contributor(s): Buchanan, J. Robert (Author) |
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ISBN: 9812835350 ISBN-13: 9789812835352 Publisher: World Scientific Publishing Company OUR PRICE: $69.35 Product Type: Hardcover Published: September 2008 Annotation: 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. The reader progresses from a solid grounding in multi-variable calculus through a derivation of the Black???Scholes equation, its solution, properties, and applications. |
| Additional Information |
| BISAC Categories: - Mathematics | Applied - Mathematics | Calculus - Business & Economics | Finance - General |
| Dewey: 330 |
| Physical Information: 0.9" H x 6.1" W x 9.1" (1.45 lbs) 372 pages |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. The reader progresses from a solid grounding in multi-variable calculus through a derivation of the Black-Scholes equation, its solution, properties, and applications. |