An Undergraduate Introduction to Financial Mathematics 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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J Robert Buchanan 作者

World Scientific Publishing Company

译者

2008-9-29 出版日期

372 页数

USD 69.00 价格

Hardcover

丛书系列

9789812835352 图书编码

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发表于2024-11-29

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An Undergraduate Introduction to Financial Mathematics 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

An Undergraduate Introduction to Financial Mathematics 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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An Undergraduate Introduction to Financial Mathematics 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

An Undergraduate Introduction to Financial Mathematics 在线电子书图书描述

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.

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.

An Undergraduate Introduction to Financial Mathematics 在线电子书下载 mobi epub pdf txt 在线电子书下载

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