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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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.
"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.
Vendeur : World of Books (was SecondSale), Montgomery, IL, Etats-Unis
Hardback. Etat : Good. 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. This third edition expands on the second by including a new chapter on the extensions of the Black-Scholes model of option pricing and a greater number of exercises at the end of each chapter. More background material and exercises added, with solutions provided to the other chapters, allowing the textbook to better stand alone as an introduction to financial mathematics. The reader progresses from a solid grounding in multivariable calculus through a derivation of the Black-Scholes equation, its solution, properties, and applications. The text attempts to be as self-contained as possible without relying on advanced mathematical and statistical topics. The material presented in this book will adequately prepare the reader for graduate-level study in mathematical finance. N° de réf. du vendeur 00108033981
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Vendeur : Bay State Book Company, North Smithfield, RI, Etats-Unis
Etat : good. The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing. N° de réf. du vendeur BSM.1C07U
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Vendeur : Sell Books, Elland, YORKS, Royaume-Uni
hardcover. Etat : Good. Our good condition books are generally good for reading but not for gifting or collecting. They could have imperfections such as creasing, fanning, inscriptions, margin notes, yellowing, staining on edge or cover or pages, bumps, scuffs, etc etc (sometimes multiple of these). It's a wide category that encompasses anything that isn't almost-new down to anything that is slightly better than poor. We would NOT recommend gifting Good books - these should be considered reading copies. Our books are dispatched from a Yorkshire former cotton mill. We list via barcode/ISBN so please note that the images are stock images and may not be the exact copy you receive, furthermore the details about edition and year might not be accurate as many publishers reuse the same ISBN for multiple editions and as we simply scan a barcode or enter an ISBN we do not check the validity of the edition data when listing. If you're looking for an exact edition please don't order (at least not without checking with us first, although we don't always have time to check). We aim to dispatch prompty, the service used will depend on order value and book size. We can ship to most countries, see our shipping policies. Payment is via Abe only. N° de réf. du vendeur L-BJI00216-MIX-20230719-G
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Vendeur : Revaluation Books, Exeter, Royaume-Uni
Hardcover. Etat : Brand New. 2nd edition. 350 pages. 8.98x6.14x0.94 inches. In Stock. N° de réf. du vendeur __9812835350
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Hardcover. Etat : New. NEW. SHIPS FROM MULTIPLE LOCATIONS. book. N° de réf. du vendeur ERICA82998128353506
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