UNDERGRADUATE INTRODUCTION TO FINANCIAL MATHEMATICS, AN (THIRD EDITION)

大学生金融数学导论 第3版

货币银行学

原   价:
720.00
售   价:
540.00
发货周期:预计3-5周发货
作      者
出  版 社
出版时间
2012年07月16日
装      帧
精装
ISBN
9789814407441
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页      码
484
语      种
英文
版      次
3rd ed.
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图书简介
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. Key Features: • Includes a new chapter on the extensions of the Black-Scholes model of option pricing • More background material and exercises added • One of the few books on financial mathematics that is suitable both as a text for undergraduate courses and a self-study title
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Harvard Library
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