Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)
Capinski, Marek, Zastawniak, Tomasz
Language: English
Published by Springer, 2010
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- Title
- Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)
- Author
- Capinski, Marek, Zastawniak, Tomasz
- Publisher
- Springer
- Publication year
- 2010
- Condition
- Good
- Binding
- paperback
- Language
- English
- ISBN 10
- 0857290819
- ISBN 13
- 9780857290816
- Edition
- 2nd ed. 2011.
- Series
- Book 19 of 90: Springer Undergraduate Mathematics
Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.
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