Mathematics for Finance

Mathematics for Finance An Introduction to Financial Engineering - Springer Undergraduate Mathematics Series

Second edition

Paperback (25 Nov 2010)

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Publisher's Synopsis

Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.

Book information

ISBN: 9780857290816
Publisher: Springer London
Imprint: Springer
Pub date:
Edition: Second edition
DEWEY: 332.0151
DEWEY edition: 23
Language: English
Number of pages: 336
Weight: 544g
Height: 232mm
Width: 159mm
Spine width: 18mm