Mathematics for Finance: An Introduction to Financial Engineering - Couverture souple

Livre 28 sur 87: Springer Undergraduate Mathematics

Capiński, Marek; Zastawniak, Tomasz

 
9780857290816: Mathematics for Finance: An Introduction to Financial Engineering

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.

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À propos de l?auteur

​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.