Mathematics for Finance

Name: Mathematics for Finance
Author: Marek Capinski

An Introduction to Financial Engineering

Specificaties

Paperback, 336 blz. | Engels

Springer London | 2e druk, 2010

ISBN13: 9780857290816

Rubricering

Juridisch :

Springer London 2e druk, 2010 9780857290816

Onderdeel van serie Springer Undergraduate Mathematics Series

€ 42,99

In winkelwagen

Levertijd ongeveer 9 werkdagen

Gratis verzonden

Samenvatting

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.

Specificaties

ISBN13:9780857290816

Taal:Engels

Bindwijze:paperback

Aantal pagina's:336

Uitgever:Springer London

Druk:2

Hoofdrubriek:Financieel management

Serie:Springer Undergraduate Mathematics Series

Inhoudsopgave

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.