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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.
旨在形式的基础上本科课程，数学金融，这本书的基础上数学模型的债券和股票价格，涉及三个主要领域的数学金融，所有产生巨大的影响道路上的现代金融市场的运作，即：黑斯科尔斯的套利定价的期权和其他衍生证券;马科维茨投资组合优化理论和资本资产定价模型;和利率和期限结构。假定只有一个基本知识的概率和演算，它涵盖材料，在理论上严格和彻底的方式在一定的水平进入第二或第三个年头本科生。文字散布着众多的工作的例子和练习，所以它是理想的自我学习和适当的不仅是学生的数学，而且学生的企业管理，金融和经济学，及任何有兴趣在金融谁需要了解基本的理论。
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