Marek Capinski, Tomasz Zastawniak Mathematics for Finance: An Introduction to Financial Engineering, Springer Undergraduate Mathematics Series, Springer; 2nd ed. 2011 (November 25, 2010), ISBN-10: 0857290819, ISBN-13: 978-0857290816 (Errors and typos in the book)
Suggested reading:
Title and link |
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Midterm 1 practice 1 |
Midterm 1 practice 2 |
Midterm 1 practice 3 |
Midterm 1 practice 4 |
Midterm 1 practice 5 |
No. | Title and link |
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1. | Portfolio theory |
2. | Barrier options |
3. | Black-Scholes model |