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MATH 4250 Textbook Guide: Home

MATH:4250 Introduction to Financial Mathematics

How to Access Your Textbook as an Ebook

Your required text is:  A Course in Derivative Securities: Introduction to Theory and Computation, by Kerry Black 

It is available as an Ebook through the University Libraries on SpringerLink.  You can access it at this url (if you are off-campus you will be asked to login with your HawkID):  link.springer.com/book/10.1007%2F3-540-27900-8

Buy a Cheap Copy of the Textbook

You can buy a Softcover copy of the book from Springer for only $39.99.  At this url, link.springer.com/book/10.1007%2F3-540-27900-8  In the box in the upper right corner, Click on "MyCopy Softcover" (if you are off-campus you will be asked to login with your HawkID): 

Download a copy of any chapter or the whole book

You can also download parts or all of the book.  Either use the links below, or go to the book page at SpringerLink link.springer.com/book/10.1007%2F3-540-27900-8.  Just click on the PDF links (if you are off-campus you will be asked to login with your HawkID).

Table of Contents (14 Chapters)

  • Front Matter

    Pages I-XV

    PDF

  • Introduction to Option Pricing

    1. Asset Pricing Basics

      Pages 3-25

      PDF

    2. Continuous-Time Models

      Pages 27-48

      PDF

    3. Black-Scholes

      Pages 49-69

      PDF

    4. Estimating and Modelling Volatility

      Pages 71-85

      PDF

    5. Introduction to Monte Carlo and Binomial Models

      Pages 87-108

      PDF

  • Advanced Option Pricing

    1. Foreign Exchange

      Pages 111-127

      PDF

    2. Forward, Futures, and Exchange Options

      Pages 129-153

      PDF

    3. Exotic Options

      Pages 155-196

      PDF

    4. More on Monte Carlo and Binomial Valuation

      Pages 197-218

      PDF

    5. Finite Difference Methods

      Pages 219-233

      PDF

  • Fixed Income

    1. Fixed Income Concepts

      Pages 237-251

      PDF

    2. Introduction to Fixed Income Derivatives

      Pages 253-264

      PDF

    3. Valuing Derivatives in the Extended Vasicek Model

      Pages 265-294

      PDF

    4. A Brief Survey of Term Structure Models

      Pages 295-317

      PDF

  • Back Matter

    Pages 319-355

    PDF

 

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