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  Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics) (Paperback) By (author) Marek Capinski, By (author) Tomasz Zastawniak

  

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  Short Description for Mathematics for FinanceCombines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, this title presents three 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.
  Full description

  • Publisher: Springer London Ltd
  • Published: 01 December 2010
  • Format: Paperback 352 pages
  • See: Full bibliographic data
  • Categories: Finance | Banking | Game Theory | Applied Mathematics
  • ISBN 13: 9780857290816 ISBN 10: 0857290819
  • Sales rank: 137,547

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Full description for Mathematics for Finance

• As with the first edition, 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. From the reviews of the first edition: "This text is an excellent introduction to Mathematical Finance. Armed with a knowledge of basic calculus and probability a student can use this book to learn about derivatives, interest rates and their term structure and portfolio management."(Zentralblatt MATH) "Given these basic tools, it is surprising how high a level of sophistication the authors achieve, covering such topics as arbitrage-free valuation, binomial trees, and risk-neutral valuation." (www.riskbook.com) "The reviewer can only congratulate the authors with successful completion of a difficult task of writing a useful textbook on a traditionally hard topic." (K. Borovkov, The Australian Mathematical Society Gazette, Vol. 31 (4), 2004)