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Bibliographic Details

Title: Mathematics for Finance : An Introduction to Financial Engineering
Publisher: Springer London, Limited
Publication Date: 2010
Language: English
ISBN 10: 0857290819
ISBN 13: 9780857290816
Binding: Soft cover
Edition: 2nd Edition
Condition: Good
Weight: 2.403 pounds

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.

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