{"id":8891,"date":"2023-11-10T09:07:46","date_gmt":"2023-11-10T02:07:46","guid":{"rendered":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/?p=8891"},"modified":"2023-11-10T09:07:46","modified_gmt":"2023-11-10T02:07:46","slug":"an-undergraduate-introduction-to-financial-mathematics","status":"publish","type":"post","link":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/?p=8891","title":{"rendered":"An undergraduate introduction to financial mathematics"},"content":{"rendered":"<p><strong><a href=\"https:\/\/library.mahidol.ac.th\/search\/i?SEARCH=9789811260308\" target=\"_blank\" rel=\"noopener\"><img loading=\"lazy\" decoding=\"async\" class=\"alignleft wp-image-8865 size-medium\" src=\"http:\/\/stang.sc.mahidol.ac.th\/newresources\/wp-content\/uploads\/2023\/11\/67632-197x300.jpg\" alt=\"\" width=\"197\" height=\"300\" \/><\/a>AUTHOR <\/strong>Buchanan, J. Robert<strong><br \/>\n<\/strong><\/p>\n<p><strong>CALL NO<\/strong> HF5691 B918u 2023<\/p>\n<p><strong>IMPRINT <\/strong>New Jersey : World Scientific, 2023<strong><br \/>\n<\/strong><\/p>\n<p><strong>[For MU Students and Staff can request here]<\/strong><\/p>\n<p><a href=\"https:\/\/widgets.ebscohost.com\/prod\/customlink\/ill\/index.php?client=s4067941_Campus_web\" target=\"_blank\" rel=\"noopener\"><img loading=\"lazy\" decoding=\"async\" class=\"size-full wp-image-7115 alignleft\" src=\"http:\/\/stang.sc.mahidol.ac.th\/newresources\/wp-content\/uploads\/2021\/10\/BD.gif\" alt=\"\" width=\"150\" height=\"78\" \/><\/a><\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p>&nbsp;<\/p>\n<p><!--more--><\/p>\n<div id=\"hc-product-description\">\n<div id=\"hc-product-description\">\n<section class=\"overview\">\n<div id=\"hc-product-description\">\n<p>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. This third edition expands on the second by including a new chapter on the extensions of the Black-Scholes model of option pricing and a greater number of exercises at the end of each chapter. More background material and exercises added, with solutions provided to the other chapters, allowing the textbook to better stand alone as an introduction to financial mathematics. The reader progresses from a solid grounding in multivariable calculus through a derivation of the Black-Scholes equation, its solution, properties, and applications. The text attempts to be as self-contained as possible without relying on advanced mathematical and statistical topics. The material presented in this book will adequately prepare the reader for graduate-level study in mathematical finance.<\/p>\n<\/div>\n<div><strong>SOURCE : <\/strong><a href=\"https:\/\/www.worldscientific.com\/worldscibooks\/10.1142\/8495\" target=\"_blank\" rel=\"noopener\">https:\/\/www.worldscientific.com\/worldscibooks\/10.1142\/8495<\/a><\/div>\n<\/section>\n<\/div>\n<\/div>\n","protected":false},"excerpt":{"rendered":"<p>AUTHOR Buchanan, J. Robert CALL NO HF5691 B918u 2023 IMPRINT New Jersey : World Scientific, 2023 [For MU Students and Staff can request here] &nbsp; &nbsp; &nbsp;<\/p>\n","protected":false},"author":1,"featured_media":8865,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[24,310,1963],"class_list":["post-8891","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-new-book-releases","tag-business-mathematics","tag-finance","tag-financial-mathematics"],"_links":{"self":[{"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/posts\/8891","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=8891"}],"version-history":[{"count":1,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/posts\/8891\/revisions"}],"predecessor-version":[{"id":8892,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/posts\/8891\/revisions\/8892"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=\/wp\/v2\/media\/8865"}],"wp:attachment":[{"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=8891"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=8891"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/stang.sc.mahidol.ac.th\/newresources\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=8891"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}