Capiski, Marek

Mathematics for Finance: An Introduction to Financial Engineering

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ISBN 13:
9780857290816
author:
Capiski, Marek
format:
Paperback
publisher:
Springer
language:
English
Publication Year:
2010
Pages:
349
Dimensions:
23.2 x 15.4 x 1.6 cm
Genre:
Applied mathematics
Condition:
New
Availability:
Item usually sent within 5 working days
£34.67

Description

Mathematics for Finance: An Introduction to Financial Engineering provides a comprehensive introduction to mathematical finance, combining financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it covers three major areas of mathematical finance: option pricing, portfolio optimisation, and capital asset pricing model. With these fundamental tools, readers can gain insight into derivatives, interest rates, and portfolio management. The book achieves a high level of sophistication in its coverage of topics such as arbitrage-free valuation, binomial trees, and risk-neutral valuation. This textbook is an excellent resource for those looking to learn about mathematical finance, making it suitable for students and professionals alike. By combining financial motivation with mathematical style, Mathematics for Finance: An Introduction to Financial Engineering offers a unique approach to understanding the principles of mathematical finance.

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