Mathematics for Finance: An Introduction to Financial Engineering
Capiński, Marek
Mathematics for Finance: An Introduction to Financial Engineering - 2 - New York Springer 2011 - 336
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.
9780857290816
Finance-Mathematical models.
Investments-Mathematics.
332.60151 CAP
Mathematics for Finance: An Introduction to Financial Engineering - 2 - New York Springer 2011 - 336
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.
9780857290816
Finance-Mathematical models.
Investments-Mathematics.
332.60151 CAP
