jump to search box

Mathematics for finance : an introduction to financial engineering / Marek Capiński and Tomasz Zastawniak.

Availability

Online

At the Library

Other libraries

Author/Creator:
Capiński, Marek, 1951-
Language:
English.
Publication date:
2003
Imprint:
London : Springer, c2003.
Format:
  • Book
  • x, 310 p. : ill. ; 24 cm.
Bibliography:
Includes bibliographical references (p. 303-304) and index.
Contents:
  • Introduction: A Simple Market Model.- Risk-Free Assets.- Risky Assets.- Discrete Time Market Models.- Portfolio Management.- Forward and Futures Contracts.- Options: General Properties.- Option Pricing.- Financial Engineering.- Variable Interest Rates.- Stochastic Interest Rates.- Solutions.- Bibliography.- Glossary of Symbols.- Index.
  • (source: Nielsen Book Data)
Publisher's Summary:
Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest rates and their term structure. Assuming only a basic knowledge of probability and calculus, it covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, so it is ideal for self-study and suitable not only for students of mathematics, but also students of business management, finance and economics, and anyone with an interest in finance who needs to understand the underlying theory.
(source: Nielsen Book Data)
Contributor:
Zastawniak, Tomasz, 1959-
Series:
Springer undergraduate mathematics series, 1615-2085
Springer undergraduate mathematics series.
Subjects:
ISBN:
1852333308
9781852333300

powered by Blacklight
© Stanford University. Stanford, California 94305. (650) 725-1064. Terms of Use | Copyright Complaints | Opt Out of Analytics
jump to top