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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Paperback. Etat : new. Paperback. 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. Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9780857290816
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