000 01240 a2200265 4500
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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