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Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)
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Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

3.68 of 5 stars 3.68  ·  rating details  ·  22 ratings  ·  2 reviews
Contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. This book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), and modelling in discrete time, pricing and hedging.
Paperback, 310 pages
Published July 11th 2003 by Springer (first published January 1st 2003)
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JDK1962
Good reference book, but could do with more worked examples. I confess that the higher chapters were skimmed more than read (if you're not actually needing to calculate option prices, then a detailed explanation of Black-Scholes isn't going to have much stickiness in your mind.

Also, while I understand how to walk through a n-step model, I'm not sure of the utility, since you're assigning what are essentially subjective probabilities (using the past to predict the future) to make what looks like
...more
Christina Maya
Jun 22, 2007 Christina Maya rated it 5 of 5 stars
Recommends it for: mahasiswa TI
Shelves: teknikindustri
A mathematic reference for the one who want to know about feasible analysis of bonds and stock (not for the issuer) but also for traders and realated to venture things.
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Mathematics for Finance: An Introduction to Financial Engineering Measure, Integral and Probability Discrete Models of Financial Markets Probability Through Problems The Black-Scholes Model (Mastering Mathematical Finance)

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