Mathematics for finance : an introduction to financial engineering [2nd ed.]
By: Capiński, Marek.
Contributor(s): Zastawniak, Tomasz.
Series: Springer undergraduate mathematics series. Publisher: London Springer 2011Edition: 2nd ed.Description: xiii, 336p.ISBN: 9780857290816.Subject(s): Business mathematics | Finance -- Mathematical models | Investments -- MathematicsDDC classification: 332.60151 | C172m2 Summary: 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.| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Text Books
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PK Kelkar Library, IIT Kanpur | TEXT | 332.60151 C172m2 cop.1 (Browse shelf) | Copy1 | Available | A186095 | ||
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Text Books
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PK Kelkar Library, IIT Kanpur | TEXT | 332.60151 C172m2 cop.2 (Browse shelf) | Copy2 | Available | A186096 |
Total holds: 0
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.
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