Boek
This textbook provides an introduction to financial mathematics and financialengineering for undergraduate students who have completed a three or foursemester sequence of calculus courses. It introduces the theory of interestrandom variables and probability stochastic processes arbitrage optionpricing hedging and portfolio optimization. The student progresses fromknowing only elementary calculus to understanding the derivation and solutionof the Black?Scholes partial differential equation and its solutions. This isone of the few books on the subject of financial mathematics which isaccessible to undergraduates having only a thorough grounding in elementarycalculus. It explains the subject matter without ?hand waving? arguments andincludes numerous examples. Every chapter concludes with a set of exerciseswhich test the chapters concepts and fill in details of derivations. «
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