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Viser: Mathematics for Finance - An Introduction to Financial Engineering

Mathematics for Finance - An Introduction to Financial Engineering, 2. udgave

Mathematics for Finance

An Introduction to Financial Engineering
Marek Capinski og Tomasz Zastawniak
(2010)
Sprog: Engelsk
Springer London, Limited
387,00 kr.
Print on demand. Leveringstid vil være ca 2-3 uger.

Detaljer om varen

  • 2. Udgave
  • Paperback
  • Udgiver: Springer London, Limited (November 2010)
  • Forfattere: Marek Capinski og Tomasz Zastawniak
  • ISBN: 9780857290816

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.

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.

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