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An Undergraduate Introduction to Financial Mathematics [Hardcover]

By J. Robert Buchanan (Author)
Our Price $ 36.40  
Retail Value $ 52.00  
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Item Number 165787  
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Item description for An Undergraduate Introduction to Financial Mathematics by J. Robert Buchanan...

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, random variables and probability, stochastic processes, arbitrage, option pricing, hedging, and portfolio optimization. The student progresses from knowing only elementary calculus to understanding the derivation and solution of the Black--Scholes partial differential equation and its solutions. This is one of the few books on the subject of financial mathematics which is accessible to undergraduates having only a thorough grounding in elementary calculus. It explains the subject matter without "hand waving" arguments and includes numerous examples. Every chapter concludes with a set of exercises which test the chapter's concepts and fill in details of derivations.

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Item Specifications...

Studio: World Scientific Publishing Company
Pages   284
Est. Packaging Dimensions:   Length: 9" Width: 6.1" Height: 0.8"
Weight:   1.2 lbs.
Binding  Hardcover
Release Date   Apr 11, 2006
Publisher   World Scientific Publishing Company
ISBN  9812566376  
ISBN13  9789812566379  

Availability  0 units.

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Product Categories

1Books > Special Features > New & Used Textbooks
2Books > Subjects > Business & Investing > Economics > General
3Books > Subjects > Professional & Technical > Accounting & Finance > Finance > General
4Books > Subjects > Professional & Technical > Accounting & Finance > Finance
5Books > Subjects > Professional & Technical > Professional Science > Mathematics > Pure Mathematics > Calculus
6Books > Subjects > Science > General
7Books > Subjects > Science > Mathematics > General
8Books > Subjects > Science > Mathematics > Pure Mathematics > Calculus

Reviews - What do customers think about An Undergraduate Introduction to Financial Mathematics?

Poorly Written Book  Jul 29, 2007
This book is rife with typographical and grammatical errors. The content is not terrible, but there are much better books out there if you're looking for an introduction to Financial Mathematics. Mark Joshi's books are far superior.

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