Second Edition: Solutions Manual – A Primer for the Mathematics of Financial Engineering – $40

The Solutions Manual to the Second Edition of A Primer for the Mathematics of Financial Engineering offers the reader the opportunity to undertake a rigorous self-study of the mathematical topics presented in the Math Primer, with the goal of achieving a deeper understanding of the financial applications therein.

It contains detailed solutions to every one of the 175 exercises from the Second Edition of  the Primer. A section on arbitraging the convexity of options value is also included in the Solutions Manual.

The First Edition of the Solutions Manual proved to be an important resource for prospective financial engineering graduate students. The Supplemental Exercises from the First Edition are included in the Second Edition of the Math Primer, and their solutions appear in this Solutions Manual.  New exercises were added to the Second Edition of the Math Primer, including exercises on the new topics covered therein.

Studying the material from the Math Primer and using the Solutions Manual as a companion is an efficient way to ensure that the reader can solve every exercise, therefore achieving a deeper understanding of the financial applications therein.

About the Author

Dan Stefanica has been the Director of the Financial Engineering Masters Program at Baruch College, City University of New York, since its inception in 2002. He teaches graduate courses on numerical methods for financial engineering, as well as pre-program courses on advanced calculus and numerical linear algebra with financial applications. He has a PhD in Applied Mathematics from New York University and taught previously at the Massachusetts Institute of Technology.

Sample Sections:

• 1.1. Chapter 1 Exercises (Download)
• 1.2. Complete Solutions to Chapter 1 Exercises (Download)

• Softcover: 280 pages
• Publisher: Financial Engineering Press
• List Price: $40
• ISBN-13: 978-0979757617
• ISBN-10: 0979757614