Overview

Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes? arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest rates and their term structure. Assuming only a basic knowledge of probability and calculus, it covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, so it is ideal for self-study and suitable not only for students of mathematics, but also students of business management, finance and economics, and anyone with an interest in finance who needs to understand the underlying theory.

ISBN-13

9781852333300

ISBN-10

1852333308

Weight

0.46 Pounds

Dimensions

7.00 x 0.75 x 9.25 In

List Price

$49.95

Edition

1st Edition

Format

Paperback

Pages

X, 310 pages

Publisher

Springer

Published On

2007-06-29



View All Offers

Sort by:

Rows per page:

1–5 of 5

Condition
Seller
Seller Comments
Price
Used, Good
Seller details
HPB-Red
★★★★★

Dallas, TX, USA

Connecting readers with great books since 1972! Used textbooks may not include companion materials s...
$19.93

 Free delivery by: 03 Apr 2026

Used, Good
Seller details
Bonita
★★★★☆

Santa Clarita, CA, USA

Access codes and supplements are not guaranteed with used items. May be an ex-library book.
$66.57

 Free delivery by: 03 Apr 2026

Brand New
Seller details
GridFreed
★★★★★

San Diego, CA, USA

Size: 7x0x9; In shrink wrap. Looks like an interesting title!
$90.76

 Free delivery by: 03 Apr 2026

Brand New
Seller details
Bonita
★★★★☆

Santa Clarita, CA, USA

$163.34

 Free delivery by: 03 Apr 2026


Bookstores.com relies on cookies to improve your experience.