Mathematics for finance: an introduction to financial engineering

By: Capinski, Marek
Contributor(s): Zastawniak, Tomasz
Material type: TextTextSeries: Springer Undergraduate Mathematics SeriesPublisher: London Springer-Verlag 2003Description: 310 p.ISBN: 1852333308Subject(s): Finance - Mathematical models | Investments - Mathematics | Business mathematicsDDC classification: 332.6 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. https://www.springer.com/gp/book/9781852338466
List(s) this item appears in: Finance
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Item type Current location Item location Call number Status Date due Barcode
Books Vikram Sarabhai Library
Slot 667 (0 Floor, West Wing) 332.6 C2M2 (Browse shelf) Available 155245

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.

https://www.springer.com/gp/book/9781852338466

There are no comments for this item.

to post a comment.

Powered by Koha