Undergraduate Introduction To Financial Mathematics, An (Third Edition) (Hardcover, 3rd Revised edition)

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.

General

Imprint:	World Scientific Publishing Co Pte Ltd
Country of origin:	Singapore
Release date:	September 2012
First published:	July 2012
Authors:	J. Robert Buchanan
Dimensions:	163 x 235 x 30mm (L x W x T)
Format:	Hardcover
Pages:	484
Edition:	3rd Revised edition
ISBN-13:	978-981-4407-44-1
Categories:	Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Money & Finance > General
LSN:	981-4407-44-5
Barcode:	9789814407441

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