Undergraduate Introduction To Financial Mathematics, An Hardback
by J Robert (Millersville Univ, Usa) Buchanan
Hardback
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.
Information
-
Out of Stock - We are unable to provide an estimated availability date for this product
- Format:Hardback
- Pages:372 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:30/09/2008
- Category:
- ISBN:9789812835352
Information
-
Out of Stock - We are unable to provide an estimated availability date for this product
- Format:Hardback
- Pages:372 pages
- Publisher:World Scientific Publishing Co Pte Ltd
- Publication Date:30/09/2008
- Category:
- ISBN:9789812835352