Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

Capi?ski, Marek; Zastawniak, Tomasz

ISBN 10: 0857290819 / ISBN 13: 9780857290816

Published by Springer, 2010

About this Item

Book shows general signs of use and handling. May have light wear on the cover or edges and minimal writing or highlighting. Binding remains tight, and pages are clean and readable.

Seller Inventory # CTXV.0857290819.G

Bibliographic Details

• Title: Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)
• Publisher: Springer
• Publication Date: 2010
• Language: English
• ISBN 10: 0857290819
• ISBN 13: 9780857290816
• Binding: Soft cover
• Edition: 2nd Edition
• Condition: good

About this title

Synopsis

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.

About the Author

​Marek Capinski is Professor of Mathematics at AGH University of Science and Technology, Poland. 

Tomasz Zastawniak is Professor of Mathematics at the University of York, UK.