Articles liés à An Undergraduate Introduction to Financial Mathematics

An Undergraduate Introduction to Financial Mathematics - Couverture rigide

Buchanan, J Robert

 
9789812566379: An Undergraduate Introduction to Financial Mathematics
Couverture rigide
ISBN 10 : 9812566376 ISBN 13 : 9789812566379
Editeur : World Scientific Publishing Co Pte Ltd, 2006

Synopsis

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, random variables and probability, stochastic processes, arbitrage, option pricing, hedging, and portfolio optimization. The student progresses from knowing only elementary calculus to understanding the derivation and solution of the Black-Scholes partial differential equation and its solutions. This is one of the few books on the subject of financial mathematics which is accessible to undergraduates having only a thorough grounding in elementary calculus. It explains the subject matter without "hand waving" arguments and includes numerous examples. Every chapter concludes with a set of exercises which test the chapter's concepts and fill in details of derivations.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Revue de presse

"This book provides an ideal introduction to basic topics in financial mathematics not only for undergraduates studying mathematical related subjects, but also graduates in finance. It strikes an excellent balance between exposition and mathematical technicality. The author has produced a first-rate textbook that will become a classic read." --John G O'Hara, University of Essex, UK

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
2006
Langue
anglais
ISBN 10 
9812566376
ISBN 13 
9789812566379
Reliure
Relié
Nombre de pages
284
Coordonnées du fabricant
World Scientific Publishing
https://www.worldscientific.com/

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