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Undergraduate Introduction To Financial Mathematics, An (Fourth Edition) (Hardcover)
Loot Price: R2,325
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Undergraduate Introduction To Financial Mathematics, An (Fourth Edition) (Hardcover)
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Total price: R2,345
Discovery Miles: 23 450
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Anyone with an interest in learning about the mathematical modeling
of prices of financial derivatives such as bonds, futures, and
options can start with this book, whereby the only mathematical
prerequisite is multivariable calculus. The necessary theory of
interest, statistical, stochastic, and differential equations are
developed in their respective chapters, with the goal of making
this introductory text as self-contained as possible.In this
edition, the chapters on hedging portfolios and extensions of the
Black-Scholes model have been expanded. The chapter on optimizing
portfolios has been completely re-written to focus on the
development of the Capital Asset Pricing Model. The binomial model
due to Cox-Ross-Rubinstein has been enlarged into a standalone
chapter illustrating the wide-ranging utility of the binomial model
for numerically estimating option prices. There is a completely new
chapter on the pricing of exotic options. The appendix now features
linear algebra with sufficient background material to support a
more rigorous development of the Arbitrage Theorem.The new edition
has more than doubled the number of exercises compared to the
previous edition and now contains over 700 exercises. Thus,
students completing the book will gain a deeper understanding of
the development of modern financial mathematics.
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