Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 7-14 Tagen versandfertig
Veröffentlichung:	April 2006
Genre:	Wirtschaft / Recht
	Applied mathematics / BUSINESS & ECONOMICS / Finance / General / Finance / Finance and the finance industry / MATHEMATICS / Applied / Option Pricing, Hedging, Optimal Portfolios, Stochastic Processes
ISBN:	9789812566379
EAN-Code:	9789812566379
Verlag:	Ingram Publishers Services
Einband:	Gebunden
Sprache:	English
Dimensionen:	H 234 mm / B 155 mm / D 20 mm
Gewicht:	553 gr
Seiten:	284
Illustration:	Illustrationen, nicht spezifiziert
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, 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.