Undergraduate Introduction to Financial Mathematicsn (2nd Edition) / Edition 2

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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.
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Product Details

  • ISBN-13: 9789812835352
  • Publisher: World Scientific Publishing Company, Incorporated
  • Publication date: 12/25/2008
  • Edition description: Older Edition
  • Edition number: 2
  • Pages: 372
  • Product dimensions: 6.10 (w) x 9.10 (h) x 1.00 (d)

Table of Contents

1 The Theory of Interest 1

2 Discrete Probability 17

3 Normal Random Variables and Probability 39

4 The Arbitrage Theorem 71

5 Random Walks and Brownian Motion 91

6 Forwards and Futures 123

7 Options 139

8 Solution of the Black-Scholes Equation 153

9 Derivatives of Black-Scholes Option Prices 181

10 Hedging 193

11 Optimizing Portfolios 207

12 American Options 251

Appendix A Sample Stock Market Data 273

Appendix B Solutions to Chapter Exercises 277

Bibliography 347

Index 351

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