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Mathematics for Finance: An Introduction to Financial Engineering (Paperback) (ISBN-13: 9780857290816)
Vendor:
Marek Capiński
Product type:
Books
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Description
xMathematics 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: Marek Capiński, Tomasz Zastawniak
ISBN-10: 0857290819
ISBN-13: 9780857290816
Publisher: Springer
Language: English
Published: 11/25/2010
Pages: 336
Format: Paperback
Weight: 1.00lbs
Size: 9.10h x 6.10w x 0.80d
Review Citation(s):
Choice 06/01/2011
By Marek Capiński
xMarek 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.
Tomasz Zastawniak is Professor of Mathematics at the University of York, UK.
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