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UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (THIRD EDITION)
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UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (THIRD EDITION) Hardcover - 2012

by J. Robert Buchanan

  • Used

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World Scientific Publishing Company. Used - Good. Ships from UK in 48 hours or less (usually same day). Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. 100% money back guarantee. We are a world class secondhand bookstore based in Hertfordshire, United Kingdom and specialize in high quality textbooks across an enormous variety of subjects. We aim to provide a vast range of textbooks, rare and collectible books at a great price. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. We provide a 100% money back guarantee and are dedicated to providing our customers with the highest standards of service in the bookselling industry.
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Phatpocket Limited is a world class secondhand bookstore located in the Hertfordshire countryside in the United Kingdom. We specialize in textbooks across an enormous variety of subjects. We aim to provide a low cost source of high quality textbooks to the academic community. We also have a sizable collection of rare and collectible books.

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Details

  • Title UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (THIRD EDITION)
  • Binding Hardcover
  • Edition 3rd edition
  • Condition Used - Good
  • Pages 484
  • Volumes 1
  • Language ENG
  • Publisher World Scientific Publishing Company, U.S.A
  • Date 2012-09-07
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • Bookseller's Inventory # Z1-L-001-01554
  • ISBN 9789814407441 / 9814407445
  • Weight 1.8 lbs (0.82 kg)
  • Dimensions 9.1 x 6.1 x 1.2 in (23.11 x 15.49 x 3.05 cm)
  • Library of Congress Catalog Number 2012020686
  • Dewey Decimal Code 330.015

From the jacket flap

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. This third edition expands on the second by including a new chapter on the extensions of the Black-Scholes model of option pricing and a greater number of exercises at the end of each chapter. More background material has been added to the other chapters, allowing the textbook to better stand alone as an introduction to financial mathematics. The reader progresses from a solid grounding in multivariable calculus through a derivation of the Black-Scholes equation, its solution, properties, and applications. The text attempts to be as self-contained as possible without relying on advanced mathematical and statistical topics. The material presented in this book will adequately prepare the reader for graduate-level study in mathematical finance.

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