ISBN : 9789811260308
Author : Robert Buchanan
Publisher : World Scientific
Year : 2023
Language : English
Type : Book
Description : 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.