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Mathematics for Finance: An Introduction to Financial Engineering 2nd ed. 2011


Mathematics for Finance: An Introduction to Financial Engineering 2nd ed. 2011

Paperback by Capinski, Marek; Zastawniak, Tomasz

Mathematics for Finance: An Introduction to Financial Engineering

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ISBN:
9780857290816
Publication Date:
25 Nov 2010
Edition/language:
2nd ed. 2011 / English
Publisher:
Springer London Ltd
Pages:
336 pages
Format:
Paperback
For delivery:
Estimated despatch 24 - 29 Apr 2024
Mathematics for Finance: An Introduction to Financial Engineering

Description

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.

Contents

A Simple Market Model.- Risk-Free Assets.- Portfolio Management.- Forward and Futures Contracts.- Options: General Properties.- Binomial Model.- General Discrete Time Models.- Continuous Time Model.- Interest Rates.

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