| Mathematics for Finance: An Introduction to Financial Engineering 2011 Edition Contributor(s): Capiński, Marek (Author), Zastawniak, Tomasz (Author) |
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ISBN: 0857290819 ISBN-13: 9780857290816 Publisher: Springer OUR PRICE: $36.09 Product Type: Paperback Published: November 2010 |
| Additional Information |
| BISAC Categories: - Business & Economics | Finance - General - Mathematics | Game Theory - Mathematics | Applied |
| Dewey: 332.601 |
| LCCN: 2010938854 |
| Series: Springer Undergraduate Mathematics |
| Physical Information: 0.8" H x 6.1" W x 9.1" (1.00 lbs) 336 pages |
| Descriptions, Reviews, Etc. |
| Publisher 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. |