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An Undergraduate Introduction to Financial Mathematics

Author

Listed:
  • J Robert Buchanan

    (Millersville University, USA)

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.

Suggested Citation

  • J Robert Buchanan, 2022. "An Undergraduate Introduction to Financial Mathematics," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12964, January.
    • Handle: RePEc:wsi:wsbook:12964
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/12964
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    More about this item

    Keywords

    Financial Mathematics; Options; Derivatives; Hedging; Black–Scholes Equation; Arbitrage; Optimal Portfolios; Forwards; Futures; Random Walks; Brownian Motion; Theory of Interest;
    All these keywords.

    JEL classification:

    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)

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