[share_ebook] Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)


Author: Marek Capinski, Tomasz Zastawniak

Date: 2003-07-06

ISBN: 1852333308

Pages: 310

Language: English

Publisher: Springer

Category: Business

Tag: Business & Investing


Posted on 2011-07-15, by LionFar.

Description


Title:Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)
Author:Marek Capinski, Tomasz Zastawniak
Publisher:Springer
ISBN:1852333308
ISBN13:
Date2003-07-06
Pages:310
Language:English
Format: PDF
Size:3.8 MB

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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