Mathematics for Finance: An Introduction to Financial Engineering
Author: Marek Capiński, Tomasz J. Zastawniak
Release Date: July 11, 2003
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.