Mathematics for Finance

An Introduction to Financial Engineering
2. 2011 Auflage 2010
ISBN: 978-0-85729-081-6
Verlag: Springer

Buch, Englisch, 336 Seiten, Format (B × H): 156 mm x 238 mm, Gewicht: 1090 g

Reihe: Springer Undergraduate Mathematics Series

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.

Zielgruppe

Upper undergraduate

Autoren/Hrsg.

Capi&

Capinski, Marek

Zastawniak, Tomasz

Fachgebiete

• Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Bankwirtschaft
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle

Inhaltsverzeichnis

A Simple Market Model.- Risk-Free Assets.- Portfolio Management.- Forward and Futures Contracts.- Options: General Properties.- Binomial Model.- General Discrete Time Models.- Continuous Time Model.- Interest Rates.

Über Autor(innen)

Marek Capinski is Professor of Mathematics at AGH University of Science and Technology, Poland. 
Tomasz Zastawniak is Professor of Mathematics at the University of York, UK.