【书名】An Undergraduate Introduction to Financial Mathematics
【作者】by J. Robert Buchanan
【出版社】World Scientific Publishing Company
【版本】1st Edition
【出版日期】 April 11, 2006
【文件格式】PDF
【页数】284
【ISBN出版号】9812566376
【资料类别】Probability
【市面定价】35.2美元（Amazon Hardcore）
【扫描版还是影印版】扫描版
【是否缺页】完整
【关键词】Finance, Business Mathematics
【内容简介】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. (Amazon)


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