Übersicht			Auf mobile öffnen

Lieferstatus:	Auf Bestellung (Lieferzeit unbekannt)
Veröffentlichung:	September 2008
Genre:	Naturwissensch., Medizin, Technik
	Financial Mathematics, Derivatives, Options, Blackâ€Â"Scholes, Arbitrage, Portfolio Optimization / MATHEMATICS / Applied / Maths for engineers
ISBN:	9789812835352
EAN-Code:	9789812835352
Verlag:	World Scientific Publishing
Einband:	Gebunden
Sprache:	English
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

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. The reader progresses from a solid grounding in multi-variable calculus through a derivation of the Black-Scholes equation, its solution, properties, and applications.