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

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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

Format
hardcover
Domain
Amazon UK
Release Date
29 November 2008
Listed Since
29 July 2008

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