An edition of Mathematics for finance (2003)

Mathematics for Finance

An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

1st ed. 2003. Corr. 4th printing edition

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Cover of: Mathematics for Finance by Marek Capiński, Marek Capinski, Tomasz Zastawniak
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Last edited by MARC Bot
September 28, 2024 | History
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An edition of Mathematics for finance (2003)

Mathematics for Finance

An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

1st ed. 2003. Corr. 4th printing edition

by

  • 2 Want to read

Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes’ arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest rates and their term structure. Assuming only a basic knowledge of probability and calculus, it covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, so it is ideal for self-study and suitable not only for students of mathematics, but also students of business management, finance and economics, and anyone with an interest in finance who needs to understand the underlying theory.

Publish Date
Publisher
Springer
Language
English
Pages
310

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Previews available in: English

Subjects

Mathematics, Investments, Business mathematics, Finance, Mathematical models, Banks and banking, Quantitative Finance, Finance /Banking
Edition Availability
Cover of: Mathematics for Finance
Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)
July 6, 2003, Springer
Paperback in English - 1st ed. 2003. Corr. 4th printing edition

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Book Details

First Sentence

"Suppose that two assets are traded: one risk-free and one risky security."

Classifications

Library of Congress
HG106 .C36 2003, HB135-147

The Physical Object

Format
Paperback
Number of pages
310
Dimensions
9.1 x 6.9 x 0.9 inches
Weight
1.3 pounds

Edition Identifiers

Open Library
OL8974124M
Internet Archive
mathematicsforfi00capi_060
ISBN 10
1852333308
ISBN 13
9781852333300
LCCN
2003045431
OCLC/WorldCat
51840948
LibraryThing
1139333
Goodreads
1211707

Work Identifiers

Work ID
OL16980572W

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