000 | 01240 a2200265 4500 | ||
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003 | OSt | ||
005 | 20231220132120.0 | ||
008 | 230420b xxu||||| |||| 00| 0 eng d | ||
020 | _a9780857290816 | ||
040 | _cIIT Kanpur | ||
041 | _aeng | ||
082 |
_a332.60151 _bC172m2 |
||
100 | _aCapiński, Marek | ||
245 |
_aMathematics for finance _ban introduction to financial engineering [2nd ed.] _cMarek Capiński and Tomasz Zastawniak |
||
250 | _a2nd ed. | ||
260 |
_bSpringer _c2011 _aLondon |
||
300 | _axiii, 336p | ||
440 | _aSpringer undergraduate mathematics series | ||
520 | _aMathematics 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. | ||
650 | _aBusiness mathematics | ||
650 | _aFinance -- Mathematical models | ||
650 | _aInvestments -- Mathematics | ||
700 | _a Zastawniak, Tomasz | ||
942 | _cBK | ||
999 |
_c566408 _d566408 |