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Undergraduate Introduction to Financial Mathematicsn Book

Undergraduate Introduction to Financial Mathematicsn
Undergraduate Introduction to Financial Mathematicsn, , Undergraduate Introduction to Financial Mathematicsn has a rating of 4 stars
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  • Undergraduate Introduction to Financial Mathematicsn
  • Written by author J. Robert Buchanan
  • Published by World Scientific Publishing Company, Incorporated, June 2006
  • 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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Book Categories

Authors

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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