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lgli/A:/usenetabtechnical/Springer-Verlag Mathematics for Finance.pdf
Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) 🔍
Marek Capiński, Tomasz Zastawniak Springer London Ltd, Springer undergraduate mathematics series, London Berlin Heidelberg New York Hong Kong Milan Paris Tokyo, 2003
English [en] · PDF · 4.0MB · 2003 · 📘 Book (non-fiction) · 🚀/lgli/lgrs · Save
description
This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.
Alternative filename
lgrsnf/A:/usenetabtechnical/Springer-Verlag Mathematics for Finance.pdf
Alternative author
Marek Capinski, Tomasz Zastawniak, Marek Capiński
Alternative author
Capinski, Marek, Zastawniak, Tomasz
Alternative author
Marek Capiski; Tomasz J. Zastawniak
Alternative edition
Springer Nature (Textbooks & Major Reference Works), London, 2003
Alternative edition
Springer undergraduate mathematics series, 3. print, London, 2005
Alternative edition
1st ed. 2003. Corr. 4th printing edition, July 6, 2003
Alternative edition
United Kingdom and Ireland, United Kingdom
metadata comments
usenet tech -- 2012-06
metadata comments
lg897137
Alternative description
<p><p>designed To Form The Basis Of An Undergraduate Course In Mathematical Finance, This Book Builds On Mathematical Models Of Bond And Stock Prices And Covers Three Major Areas Of Mathematical Finance That All Have An Enormous Impact On The Way Modern Financial Markets Operate, Namely&#58; Black-scholes&#8217; Arbitrage Pricing Of Options And Other Derivative Securities; Markowitz Portfolio Optimization Theory And The Capital Asset Pricing Model; And Interest Rates And Their Term Structure. Assuming Only A Basic Knowledge Of Probability And Calculus, It Covers The Material In A Mathematically Rigorous And Complete Way At A Level Accessible To Second Or Third Year Undergraduate Students. The Text Is Interspersed With A Multitude Of Worked Examples And Exercises, So It Is Ideal For Self-study And Suitable Not Only For Students Of Mathematics, But Also Students Of Business Management, Finance And Economics, And Anyone With An Interest In Finance Who Needs To Understand The Underlying Theory.</p>
Alternative description
"Assuming only a basic knowledge of probability and calculus the book combines financial motivation with mathematical style. It covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students." "The text is interspersed with a multitude of worked examples and exercises, which provides ample material for tutorials, and makes the book ideal for self-study. It is suitable not only for students of mathematics, but also students of business management, finance and economics, and anyone with an interest in finance who needs to understand the underlying theory."--Jacket
Alternative description
Contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. This book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), and modelling in discrete time, pricing and hedging.
Alternative description
Suppose that two assets are traded: one risk-free and one risky security.
date open sourced
2013-03-30
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