MTH 4500: Introductory Finanical Mathematics
Textbook
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:
- Steven Shreve Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Springer Finance (2005)
- Dan Stefanica A Primer For The Mathematics Of Financial Engineering, Financial Engineering Advanced Background Series, FE Press (2011)