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Mathematics for Finance: An Introduction to Financial Engineering / Edition 2
     

Mathematics for Finance: An Introduction to Financial Engineering / Edition 2

by Marek Capinski
 

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ISBN-10: 0857290819

ISBN-13: 9780857290816

Pub. Date: 11/25/2010

Publisher: Springer London

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

Overview

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.

Product Details

ISBN-13:
9780857290816
Publisher:
Springer London
Publication date:
11/25/2010
Series:
Springer Undergraduate Mathematics Series
Edition description:
2nd ed. 2011
Pages:
349
Sales rank:
436,704
Product dimensions:
6.10(w) x 9.10(h) x 0.80(d)

Table of Contents

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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