Mathematics for Finance An Introduction to Financial Engineering için kapak resmi
Mathematics for Finance An Introduction to Financial Engineering
Başlık:
Mathematics for Finance An Introduction to Financial Engineering
ISBN:
9781852338466
Personal Author:
Edition:
1st ed. 2003.
Yayın Bilgileri:
London : Springer London : Imprint: Springer, 2003.
Fiziksel Tanımlama:
X, 314 p. online resource.
Series:
Springer Undergraduate Mathematics Series,
Contents:
Introduction: A Simple Market Model -- Risk-Free Assets -- Risky Assets -- Discrete Time Market Models -- Portfolio Management -- Forward and Futures Contracts -- Options: General Properties -- Option Pricing -- Financial Engineering -- Variable Interest Rates -- Stochastic Interest Rates.
Abstract:
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.
Added Author:
Dil:
English