UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (SECOND EDITION)
ISBN-13:
9789812835352
ISBN-10:
9812835350
Edition:
2nd ed.
Author:
J Robert Buchanan
Publication date:
2008
Publisher:
World Scientific Publishing Company
Format:
Hardcover
372 pages
Category:
Economics
,
Finance
,
Applied
,
Mathematics
FREE US shipping
Book details
ISBN-13:
9789812835352
ISBN-10:
9812835350
Edition:
2nd ed.
Author:
J Robert Buchanan
Publication date:
2008
Publisher:
World Scientific Publishing Company
Format:
Hardcover
372 pages
Category:
Economics
,
Finance
,
Applied
,
Mathematics
Summary
UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (SECOND EDITION) (ISBN-13: 9789812835352 and ISBN-10: 9812835350), written by authors
J Robert Buchanan, was published by World Scientific Publishing Company in 2008.
With an overall rating of 3.6 stars, it's a notable title among other
Economics
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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.
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