About the Book: Undergraduate Introduction To Financial Mathematics, An (Third
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 and exercises added, with solutions provided to
Binding Paper Back
Publisher World Scientific Publishing Co. Pte. Ltd.