Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

Capi?ski, Marek

ISBN 10: 0857290819 / ISBN 13: 9780857290816

Verlag: Springer, 2010

Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Bestandsnummer des Verkäufers M00857290819-V

Inhaltsangabe:

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.

Über die Autorin bzw. den Autor: ​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. 

Bibliografische Details

Titel: Mathematics for Finance: An Introduction to ...
Verlag: Springer
Erscheinungsdatum: 2010
Einband: Softcover
Zustand: very good
Auflage: 2. Auflage