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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    View other formats and editions of Undergraduate Introduction To Financial by J Robert Buchanan

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

    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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