Undergraduate Introduction To Financial Mathematics, An (Second Edition)

Gebonden EN 2008 9789812835352
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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.

Specificaties

ISBN13:9789812835352
Taal:EN
Bindwijze:Gebonden
Aantal pagina's:372
Uitgever:World Scientific Publishing Co Pte Ltd

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          Undergraduate Introduction To Financial Mathematics, An (Second Edition)