An undergraduate introduction to financial mathematics

"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...

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1. Verfasser: Buchanan, J. Robert (VerfasserIn)
Format: Buch
Sprache:English
Veröffentlicht: Singapore [u.a.] World Scientific 2006
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spelling Buchanan, J. Robert Verfasser (DE-588)102711332X aut
An undergraduate introduction to financial mathematics J. Robert Buchanan
Singapore [u.a.] World Scientific 2006
XIII, 270 S. graph. Darst.
txt rdacontent
n rdamedia
nc rdacarrier
Includes bibliographical references and index
"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."--BOOK JACKET.
Mathématiques financières
Business mathematics
Finanzmathematik (DE-588)4017195-4 gnd rswk-swf
(DE-588)4151278-9 Einführung gnd-content
Finanzmathematik (DE-588)4017195-4 s
DE-604
spellingShingle Buchanan, J. Robert
An undergraduate introduction to financial mathematics
Mathématiques financières
Business mathematics
Finanzmathematik (DE-588)4017195-4 gnd
subject_GND (DE-588)4017195-4
(DE-588)4151278-9
title An undergraduate introduction to financial mathematics
title_auth An undergraduate introduction to financial mathematics
title_exact_search An undergraduate introduction to financial mathematics
title_exact_search_txtP ˜Anœ undergraduate introduction to financial mathematics
title_full An undergraduate introduction to financial mathematics J. Robert Buchanan
title_fullStr An undergraduate introduction to financial mathematics J. Robert Buchanan
title_full_unstemmed An undergraduate introduction to financial mathematics J. Robert Buchanan
title_short An undergraduate introduction to financial mathematics
title_sort an undergraduate introduction to financial mathematics
topic Mathématiques financières
Business mathematics
Finanzmathematik (DE-588)4017195-4 gnd
topic_facet Mathématiques financières
Business mathematics
Finanzmathematik
Einführung
work_keys_str_mv AT buchananjrobert anundergraduateintroductiontofinancialmathematics