An Undergraduate Introduction to Financial Mathematics - Couverture rigide

Buchanan, J Robert

Couverture rigide

ISBN 10 : 9812835350 ISBN 13 : 9789812835352

Editeur : World Scientific Publishing Co Pte Ltd, 2008

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, 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.

A propos du livre

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

Détails de l'édition

• Éditeur: World Scientific Publishing Co Pte Ltd
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 9812835350
• ISBN 13: 9789812835352
• Reliure: Relié
• Numéro d'édition: 2
• Nombre de pages: 372
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible