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.
Marek Capinski & Tomasz Zastawniak
Mathematics for Finance [PDF ebook]
An Introduction to Financial Engineering
Mathematics for Finance [PDF ebook]
An Introduction to Financial Engineering
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Ngôn ngữ Anh ● định dạng PDF ● ISBN 9781852338466 ● Nhà xuất bản Springer London ● Được phát hành 2006 ● Có thể tải xuống 3 lần ● Tiền tệ EUR ● TÔI 4608969 ● Sao chép bảo vệ Adobe DRM
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