9789814407441-9814407445-UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (THIRD EDITION)

UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (THIRD EDITION)

ISBN-13: 9789814407441
ISBN-10: 9814407445
Edition: 3rd ed.
Author: J Robert Buchanan
Publication date: 2012
Publisher: World Scientific Publishing Company
Format: Hardcover 484 pages
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Book details

ISBN-13: 9789814407441
ISBN-10: 9814407445
Edition: 3rd ed.
Author: J Robert Buchanan
Publication date: 2012
Publisher: World Scientific Publishing Company
Format: Hardcover 484 pages

Summary

UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (THIRD EDITION) (ISBN-13: 9789814407441 and ISBN-10: 9814407445), written by authors J Robert Buchanan, was published by World Scientific Publishing Company in 2012. With an overall rating of 3.6 stars, it's a notable title among other Banks & Banking (Economics, Finance, Business Mathematics, Business Skills, Applied, Mathematics) books. You can easily purchase or rent UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (THIRD EDITION) (Hardcover, Used) from BooksRun, along with many other new and used Banks & Banking books and textbooks. And, if you're looking to sell your copy, our current buyback offer is $0.62.

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. 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 has been added 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.

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