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Marek Capinski - Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) - 9780857290816 - V9780857290816
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Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

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Description for Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) Paperback. Combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, this title presents three 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. Series: Springer Undergraduate Mathematics Series. Num Pages: 336 pages, 66 black & white illustrations, biography. BIC Classification: KFFK; PBW. Category: (P) Professional & Vocational. Dimension: 235 x 157 x 20. Weight in Grams: 514.

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.

Product Details

Publisher
Springer
Format
Paperback
Publication date
2010
Series
Springer Undergraduate Mathematics Series
Condition
New
Weight
525g
Number of Pages
336
Place of Publication
England, United Kingdom
ISBN
9780857290816
SKU
V9780857290816
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

About Marek Capinski
​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. 

Reviews for Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)
From the reviews of the second edition: “This second edition … is to start each chapter with the presentation of a case study and to end each chapter with a thorough discussion of that study. The authors also added new material on time-continuous models, along with the essentials of the mathematical arguments. … The current book is more substantial ... Read more

Goodreads reviews for Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)


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