Undergraduate Introduction to Financial Mathematics, an (Second Edition)
| AUTHOR | Buchanan, J. Robert |
| PUBLISHER | World Scientific Publishing Company (09/30/2008) |
| PRODUCT TYPE | Hardcover (Hardcover) |
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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Product Format
Product Details
ISBN-13:
9789812835352
ISBN-10:
9812835350
Binding:
Hardback or Cased Book (Sewn)
Content Language:
English
Edition Number:
0002
More Product Details
Page Count:
372
Carton Quantity:
40
Product Dimensions:
6.10 x 0.90 x 9.10 inches
Weight:
1.45 pound(s)
Feature Codes:
Bibliography,
Index,
Table of Contents,
Illustrated
Country of Origin:
SG
Subject Information
BISAC Categories
Mathematics | Applied
Mathematics | Calculus
Mathematics | Finance - General
Dewey Decimal:
330
Descriptions, Reviews, Etc.
publisher marketing
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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List Price $73.00
Your Price
$72.27