Undergraduate Introduction To Financial Mathematics Pdf

An Undergraduate Introduction to Financial Mathematics

Author : J. Robert Buchanan
Release Date : 16 November 2021
Publisher : World Scientific Publishing Company Incorporated
Categories : Business & Economics
Pages : 464 pages
ISBN 13 : 9814407445
ISBN 10 : 9789814407441

Synopsis : An Undergraduate Introduction to Financial Mathematics written by J. Robert Buchanan, published by World Scientific Publishing Company Incorporated which was released on 16 November 2021. Download An Undergraduate Introduction to Financial Mathematics Books now! Available in PDF, EPUB, Mobi Format. 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. This third edition expands on the second by including a new chapter on the extensions of the Black-Scholes model of option pricing and a greater number of exercises at the end of each chapter. More background material and exercises added, with solutions provided to the other chapters, allowing the textbook to better stand alone as an introduction to financial mathematics. The reader progresses from a solid grounding in multivariable calculus through a derivation of the Black-Scholes equation, its solution, properties, and applications. The text attempts to be as self-contained as possible without relying on advanced mathematical and statistical topics. The material presented in this book will adequately prepare the reader for graduate-level study in mathematical finance.

An Undergraduate Introduction to Financial Mathematics

An Undergraduate Introduction to Financial Mathematics , Third Edition