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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.
Autor: Capinski, Marek Zastawniak, Tomasz
ISBN: 9780857290816
Auflage: 2
Sprache: Englisch
Seitenzahl: 336
Produktart: Kartoniert / Broschiert
Verlag: Springer London
Veröffentlicht: 25.11.2010
Untertitel: An Introduction to Financial Engineering
Schlagworte: Derivative Securities Financial Engineering Mathematical Finance Portfolio Theory Risk Management quantitative finance
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.