Description

Book Synopsis
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.

Table of Contents
The Theory of Interest; Discrete Probability; Normal Random Variables and Probability; The Arbitrage Theorem; Random Walks and Brownian Motion; Forwards and Futures; Derivatives of Black-Scholes Option Prices; Hedging; Optimizing Portfolios; American Options.

Undergraduate Introduction To Financial

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    A Hardback by J Robert Buchanan

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      Publisher: World Scientific Publishing Co Pte Ltd
      Publication Date: Publication Date: 30/09/2008
      ISBN13: 9789812835352, 978-9812835352
      ISBN10: 9812835350

      Description

      Book Synopsis
      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.

      Table of Contents
      The Theory of Interest; Discrete Probability; Normal Random Variables and Probability; The Arbitrage Theorem; Random Walks and Brownian Motion; Forwards and Futures; Derivatives of Black-Scholes Option Prices; Hedging; Optimizing Portfolios; American Options.

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