• Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Undergrad Intro to Financial...

Undergrad Intro to Financial...

Hardcover

Business GeneralEconomicsInvesting & Finance

ISBN10: 9812566376
ISBN13: 9789812566379
Publisher: World Scientific Publishing Company
Published: Jun 1 2006
Pages: 284
Weight: 1.22
Height: 0.78 Width: 6.10 Depth: 9.22
Language: English

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, random variables and probability, stochastic processes, arbitrage, option pricing, hedging, and portfolio optimization. The student progresses from knowing only elementary calculus to understanding the derivation and solution of the Black-Scholes partial differential equation and its solutions. This is one of the few books on the subject of financial mathematics which is accessible to undergraduates having only a thorough grounding in elementary calculus. It explains the subject matter without hand waving arguments and includes numerous examples. Every chapter concludes with a set of exercises which test the chapter's concepts and fill in details of derivations.

1 different editions

Also available

Also from

Buchanan J Robert

Also in

Investing & Finance