An Undergraduate Introduction to Financial Mathematics

An Undergraduate Introduction to Financial Mathematics
\n\n

An Undergraduate Introduction to Financial Mathematics Description

\n\n

This book offers an introduction to financial mathematics and monetary engineering for students who have completed a sequence of three or four semesters 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, choice pricing, hedging and portfolio optimization. The player enters a solid foundation in computing with a multivariable derivation of the Black-Scholes equation, its remedy, properties and applications. Content: The theory of interest, discrete probability, regular random variables and probability, set for arbitration, random walk and Brownian motion, forwards and futures, choices, the remedy of the Black-Scholes equation derived from choice costs Black Scholes hedging, optimizing portfolios, American options. An Undergraduate Introduction to Monetary Mathematics

\n\nAn Undergraduate Introduction to Financial Mathematics Ebook

Leave a comment