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Undergraduate Introduction To Financial Mathematics, An
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Table of Contents

The Theory of Interest; Discrete Probability; Normal Random Variables and Probability; The Arbitrage Theorem; Random Walks and Brownian Motion; Forwards and Futures; Options; Solution of the Black-Scholes Equation; Derivatives of Black-Scholes Option Prices; Hedging; Extensions of the Black-Scholes Model; Optimizing Portfolios; American Options.

Reviews

This book provides an ideal introduction to basic topics in financial mathematics not only for undergraduates studying mathematical related subjects, but also graduates in finance. It strikes an excellent balance between exposition and mathematical technicality. The author has produced a first-rate textbook that will become a classic read. -- John G O'Hara "University of Essex, UK"
This text now covers adequately most material needed to be covered in an undergraduate course in financial mathematics. The level of material is easy to follow, understand and work out which makes it suitable for classroom adoption. Overall, it is a good introduction to financial mathematics at the undergraduate level providing enough useful information which encourages one to think. -- Professor Man M Chawla "Fellow of Indian National Science Academy, and former Professor of Mathematics, Indian Institute of Technology, New Delhi"

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