Mathematics for Finance: An Introduction to Financial Engineering

By:

Capiński, Marek

By:

Zastawniak, Tomasz

Publication details: New York: Springer, 2011Edition: 2Description: 336ISBN:

9780857290816

Subject(s):

DDC classification:

332.60151 CAP

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
Reference Book	Alliance School of Business	332.60151 CAP (Browse shelf(Opens below))	Not for loan		A27559
Book	Alliance School of Business	332.60151 CAP (Browse shelf(Opens below))	Available		A27560

Total holds: 0

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Previous	332.6 WAN Hot sector Investing: Profit from over 100 emerging opportunities	332.6015 GRI Active Portfolio Management	332.60151 CAP Mathematics for Finance: An Introduction to Financial Engineering	332.60151 CAP Mathematics for Finance: An Introduction to Financial Engineering	332.60151 ELL Mathematics of Financial Markets	332.60151 LYU Financial Engineering and Computation : Principles, Mathematics, Algorithms	332.60151 ROS Elementary Introduction to Mathematical Finance: Options and other topics	Next

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.

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