Blick ins Buch

Mathematics for Finance

An Introduction to Financial Engineering

Marek Capiński, Tomasz Zastawniak (Autoren)

Buch | Softcover

336 Seiten

2010 | 2nd ed. 2011
Springer London Ltd (Verlag)
978-0-85729-081-6 (ISBN)

Lese- und Medienproben

Blick ins Buch (midvox)

Artikel merken

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.

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.

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.

Erscheint lt. Verlag	25.11.2010
Reihe/Serie	Springer Undergraduate Mathematics Series
Zusatzinfo	66 Illustrations, black and white; XIII, 336 p. 66 illus.
Verlagsort	England
Sprache	englisch
Maße	155 x 235 mm
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Wirtschaft ► Allgemeines / Lexika
	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	0-85729-081-9 / 0857290819
ISBN-13	978-0-85729-081-6 / 9780857290816
Zustand	Neuware