Coverart for item
The Resource Mathematics for Finance : An Introduction to Financial Engineering, by Marek Capicski, (electronic book)

Mathematics for Finance : An Introduction to Financial Engineering, by Marek Capicski, (electronic book)

Label
Mathematics for Finance : An Introduction to Financial Engineering
Title
Mathematics for Finance
Title remainder
An Introduction to Financial Engineering
Statement of responsibility
by Marek Capicski
Creator
Contributor
Subject
Language
eng
Summary
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
Cataloging source
UkLiU
http://library.link/vocab/creatorDate
1951-
http://library.link/vocab/creatorName
Capiński, Marek
LC call number
HG106
LC item number
.C36 2003eb
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1959-
http://library.link/vocab/relatedWorkOrContributorName
Zastawniak, Tomasz
http://library.link/vocab/subjectName
  • Finance
  • Investments
  • Business mathematics
Label
Mathematics for Finance : An Introduction to Financial Engineering, by Marek Capicski, (electronic book)
Instantiates
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Form of item
electronic
Isbn
9781852333300
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic resource.
Specific material designation
remote
Label
Mathematics for Finance : An Introduction to Financial Engineering, by Marek Capicski, (electronic book)
Publication
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Form of item
electronic
Isbn
9781852333300
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Reproduction note
Electronic resource.
Specific material designation
remote

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