Designed for readers having a background in standard multivariable calculus, Introduction to Financial Mathematics: Option Valuation, Second Edition is a well-rounded primer to the mathematics and models used in the valuation of financial derivatives. New examples and exercises have been added in this second edition.

This book prepares readers taking advanced courses in analysis, probability, harmonic analysis, and applied mathematics at the doctoral level. It is also designed so that the reader or instructor may select topics suitable to their needs. The text is also a thorough examination of the essentials of measure, integration and fu