This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic kn

This textbook provides an introduction to financial mathematics and financial engineering for undergraduate students who have completed a three- or four-semeste

Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financia

The modern subject of mathematical finance has undergone considerable development, both in theory and practice, since the seminal work of Black and Scholes appe

Provides an introductory text on financial mathematics. Apart from presenting two Nobel Prize winning theories of Black, Scholes and Merton for option pricing a