ENGLISH

Mathematics for Finance: An Introduction to Financial Engineering

By Marek Capinski , Tomasz Zastawniak

Book information

Publisher
Springer
Year
2003
ISBN
1852333308, 9781852333300
Language
english
Format
PDF
Filesize
4 MB (3943350 bytes)
Series
Springer Undergraduate Mathematics Series
Pages
310\316
Topic
Economy
Time added
2011-06-04 13:46:07

Description

This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.

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