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.
| ISBN: | 9780857290816 |
| Publication date: | 25th November 2010 |
| Author: | Marek CapiÔnski, Tomasz Zastawniak |
| Publisher: | Springer an imprint of Springer London |
| Format: | Paperback |
| Pagination: | 336 pages |
| Series: | Springer Undergraduate Mathematics Series |
| Genres: |
Applied mathematics Finance and the finance industry Economics, Finance, Business and Management |