Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for ...

In the Idea of Limits video, we introduce the idea of limits and discuss how it underpins all of the major concepts in calculus. In the Limit Laws video, we introduce the limit laws and discuss how to ...

Serves as a first course in calculus. Functions, limits, continuity, derivatives, rules for differentiation ... and curve sketching. Introduction to area and integration. Students are expected to have ...

Introduction to calculus in two and three dimensions, which includes a computer laboratory. Topics include functions of several variables, partial derivatives, the gradient, multiple integrals; ...

This course is an introduction to financial derivatives. The primary emphases are the valuation and practical application of these instruments for both hedging and speculation. Topics include the ...

Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and ...