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Undergraduate Introduction To Financial Mathematics, An
Engelsk
Bogcover for Undergraduate Introduction To Financial Mathematics, An af J Robert Buchanan, 9789812835352
Specifikationer
Sprog:
Engelsk
Sider:
372
ISBN-13:
9789812835352
Indbinding:
Hardback
ISBN-10:
9812835350
Udg. Dato:
30 sep 2008
Størrelse i cm:
23,1 x 16,0 x 2,6
Oplagsdato:
30 sep 2008
Forfatter(e):

Undergraduate Introduction To Financial Mathematics, An

Engelsk
Hardback 2008
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
372
ISBN-13:
9789812835352
Indbinding:
Hardback
ISBN-10:
9812835350
Udg. Dato:
30 sep 2008
Størrelse i cm:
23,1 x 16,0 x 2,6
Oplagsdato:
30 sep 2008
Forfatter(e):
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