An Undergraduate Introduction to Financial Mathematics
eBook - PDF

An Undergraduate Introduction to Financial Mathematics

J Robert Buchanan

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  1. 284 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

An Undergraduate Introduction to Financial Mathematics

J Robert Buchanan

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About This Book

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, random variables and probability, stochastic processes, arbitrage, option pricing, hedging, and portfolio optimization. The student progresses from knowing only elementary calculus to understanding the derivation and solution of the Black-Scholes partial differential equation and its solutions. This is one of the few books on the subject of financial mathematics which is accessible to undergraduates having only a thorough grounding in elementary calculus. It explains the subject matter without “hand waving” arguments and includes numerous examples. Every chapter concludes with a set of exercises which test the chapter's concepts and fill in details of derivations.

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Information

Publisher
WSPC
Year
2006
ISBN
9789813106635
Topic
Commerce
Subtopic
Mathématiques d'entreprise

Table of contents