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Undergraduate Introduction To Financial Mathematics, An
Engelsk Hardback
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Undergraduate Introduction To Financial Mathematics, An
Engelsk Hardback

682 kr
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Om denne bog
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.
Product detaljer
Sprog:
Engelsk
Sider:
372
ISBN-13:
9789812835352
Indbinding:
Hardback
Udgave:
ISBN-10:
9812835350
Udg. Dato:
30 sep 2008
Længde:
26mm
Bredde:
160mm
Højde:
231mm
Forlag:
World Scientific Publishing Co Pte Ltd
Oplagsdato:
30 sep 2008
Forfatter(e):
Kategori sammenhænge