[share_ebook] Mathematics For Finance: An Introduction To Financial Engineering (Springer Undergraduate Mathematics Series)


Author: Marek Capinski, Tomasz Zastawniak

Date: 2011-07-18

Pages: 310

Publisher: Springer

Category: Business


Posted on 2011-10-17, by sharebookfree.

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Mathematics For Finance: An Introduction To Financial Engineering (Springer Undergraduate Mathematics Series)


Mathematics For Finance: An Introduction To Financial Engineering (Springer Undergraduate Mathematics Series)
Marek Capinski, Tomasz Zastawniak | Springer | 2011-07-18 | 310 pages | English | PDF

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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