An Undergraduate Introduction to Financial Mathematics: (Second Edition) - Image 1

£48.00

World Scientific Publishing Company An Undergraduate Introduction to Financial Mathematics: (Second Edition)

Name: An Undergraduate Introduction to Financial Mathematics: (Second Edition)
Brand: World Scientific Publishing Company
Price: 48.0 GBP
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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.

Key Features

UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (SECOND EDITION)

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Product Specifications

Brand: World Scientific Publishing Company
Format: hardcover
ASIN: 9812835350
Category: Books > Subjects > Business, Finance & Law > Economics
Domain: Amazon UK
Release Date: 29 November 2008
Listed Since: 29 July 2008

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World Scientific Publishing Company An Undergraduate Introduction to Financial Mathematics: (Second Edition)

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