An Undergraduate Introduction to Financial Mathematics [NOOK Book]

Overview

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 ...

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An Undergraduate Introduction to Financial Mathematics

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Overview

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.

Sample Chapter(s)
Chapter 1: The Theory of Interest (157 KB)
Chapter 2: Discrete Probability (196 KB)

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Contents:
  • The Theory of Interest
  • Discrete Probability
  • Normal Random Variables and Probability
  • The Arbitrage Theorem
  • Random Walks and Brownian Motion
  • Forwards and Futures
  • Options
  • Solution of the Black–Scholes Equation
  • Derivatives of Black–Scholes Option Prices
  • Hedging
  • Optimizing Portfolios
  • American Options

Readership: Undergraduate students in economics, finance and applied mathematics; professionals in banking, insurance and finance.
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Product Details

  • ISBN-13: 9789814365321
  • Publisher: World Scientific Publishing Company, Incorporated
  • Publication date: 9/29/2008
  • Sold by: Barnes & Noble
  • Format: eBook
  • Edition number: 2
  • Pages: 372
  • Sales rank: 1,280,801
  • File size: 13 MB
  • Note: This product may take a few minutes to download.

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