Business & Economics Books:

Mathematics for Finance

An Introduction to Financial Engineering
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Description

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.

Author Biography:

​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. 
Release date Australia
November 25th, 2010
Audience
  • Professional & Vocational
Edition
2nd ed. 2011
Illustrations
66 Illustrations, black and white; XIII, 336 p. 66 illus.
Pages
336
Dimensions
156x234x18
ISBN-13
9780857290816
Product ID
8817185

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