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Undergraduate Introduction To Financial Mathematics, An - Second Edition

By: (Author) J Robert Buchanan

Werezi Extended Catalogue
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Ksh 11,000.00

Format: Hardback or Cased Book

ISBN-10: 9812835350

ISBN-13: 9789812835352

Edition: Second Edition

Publisher: World Scientific Publishing Co Pte Ltd

Imprint: World Scientific Publishing Co Pte Ltd

Country of Manufacture: SG

Country of Publication: GB

Publication Date: Sep 30th, 2008

Print length: 372 Pages

Weight: 648 grams

Dimensions (height x width x thickness): 23.10 x 16.00 x 2.60 cms

Product Classification: Maths for engineers

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Presents an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three- or four-semester sequence of calculus courses. This book introduces the Theory of Interest, discrete and continuous random variables and probability, stochastic processes, and linear programming.
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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