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Mathematics for Finance
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Mathematics for Finance : An Introduction to Financial Engineering

2nd ed. 2011

by Marek Capinski , Tomasz Zastawniak

Book Details

Format Paperback / Softback
Book Series Springer Undergraduate Mathematics Series
ISBN-10 0857290819
ISBN-13 9780857290816
Edition 2nd ed. 2011
Publisher Springer London Ltd
Imprint Springer London Ltd
Country of Manufacture GB
Country of Publication GB
Publication Date Nov 25th, 2010
Print length 336 Pages
Weight 544 grams
Dimensions 23.20 x 15.90 x 1.80 cms
Product Classification: Economics, finance, business & managementFinanceApplied mathematics
Ksh 5,400.00
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Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style.

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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