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Undergraduate Introduction to Financial Mathematics, an (Second Edition)

by J. Robert Buchanan
Save 17% Save 17%
Current price ₹8,763.00
Original price ₹10,516.00
Original price ₹10,516.00
Original price ₹10,516.00
(-17%)
₹8,763.00
Current price ₹8,763.00

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Book cover type: Hardcover
  • ISBN13: 9789812835352
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: World Scientific Publishing Company
  • Publisher Imprint: World Scientific Publishing Company
  • Publication Date:
  • Pages: 372
  • Original Price: GBP 61.0
  • Language: English
  • Edition: Second Edition
  • Item Weight: 658 grams
  • BISAC Subject(s): Applied

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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