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Mathematics for Finance: An Introduction to Financial Engineering
Paperback
Series: Springer Undergraduate Mathematics
Investing & FinanceGeneral Mathematics
ISBN13: 9780857290816
Publisher: Springer Nature
Published: Nov 25 2010
Pages: 336
Weight: 1.00
Height: 0.80 Width: 6.10 Depth: 9.10
Language: English
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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