Mathematics for Finance
  • Release Date : 25 November 2010
  • Publisher : Springer
  • Genre : Mathematics
  • Pages : 336 pages
  • ISBN 13 : 0857290819
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Download or read book entitled Mathematics for Finance by author: Marek Capiński which was release on 25 November 2010 and published by Springer with total page 336 pages . This book available in PDF, EPUB and Kindle Format. As with the first edition, 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. From the reviews of the first edition: ”This text is an excellent introduction to Mathematical Finance. Armed with a knowledge of basic calculus and probability a student can use this book to learn about derivatives, interest rates and their term structure and portfolio management.”(Zentralblatt MATH) ”Given these basic tools, it is surprising how high a level of sophistication the authors achieve, covering such topics as arbitrage-free valuation, binomial trees, and risk-neutral valuation.” (www.riskbook.com) ”The reviewer can only congratulate the authors with successful completion of a difficult task of writing a useful textbook on a traditionally hard topic.” (K. Borovkov, The Australian Mathematical Society Gazette, Vol. 31 (4), 2004)

Mathematics of Finance

Mathematics of Finance

Author : AMS-IMS-SIAM JOINT SUMMER RESEARCH CONFE,Ams-Ims-Siam Joint Summer Research Conference on Mathematics,George Yin,Qing Zhang
Publisher : American Mathematical Soc.
Genre : Business & Economics
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