Mathematics for finance : an introduction to financial engineering
 Author/Creator
 Capiński, Marek, 1951
 Language
 English.
 Imprint
 London : Springer, c2003.
 Physical description
 x, 310 p. : ill. ; 24 cm.
 Series
 Springer undergraduate mathematics series.
Access
Available online
 www.myilibrary.com MyiLibrary
 www.springerlink.com SpringerLink
 SpringerLink

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HG106 .C36 2003

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HG106 .C36 2003

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HG106 .C36 2003
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Contributors
 Contributor
 Zastawniak, Tomasz, 1959
Contents/Summary
 Bibliography
 Includes bibliographical references (p. 303304) and index.
 Contents

 Introduction: A Simple Market Model. RiskFree 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: BlackScholes 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 selfstudy 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)
Subjects
Bibliographic information
 Publication date
 2003
 Responsibility
 Marek Capiński and Tomasz Zastawniak.
 Series
 Springer undergraduate mathematics series, 16152085
 ISBN
 1852333308
 9781852333300