An Undergraduate Introduction to Financial Mathematics

J Robert Buchanan
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J Robert Buchanan: Millersville University, USA

in World Scientific Books from World Scientific Publishing Co. Pte. Ltd.

Abstract: Anyone with an interest in learning about the mathematical modeling of prices of financial derivatives such as bonds, futures, and options can start with this book, whereby the only mathematical prerequisite is multivariable calculus. The necessary theory of interest, statistical, stochastic, and differential equations are developed in their respective chapters, with the goal of making this introductory text as self-contained as possible.

Keywords: Financial Mathematics; Options; Derivatives; Hedging; Black–Scholes Equation; Arbitrage; Optimal Portfolios; Forwards; Futures; Random Walks; Brownian Motion; Theory of Interest (search for similar items in EconPapers)
JEL-codes: C02 C6 G10 G21 G22 (search for similar items in EconPapers)
Date: 2022
ISBN: 9789811260308
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