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)
Resource Information
The item Mathematics for Finance : An Introduction to Financial Engineering, by Marek Capicski, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Mathematics for Finance : An Introduction to Financial Engineering, by Marek Capicski, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Isbn
- 9781852338466
- 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
- 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)
- 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
- 9781852338466
- 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)
- 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
- 9781852338466
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Reproduction note
- Electronic resource.
- Specific material designation
- remote
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Mathematics-for-Finance--An-Introduction-to/p5QCELFP9vY/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Mathematics-for-Finance--An-Introduction-to/p5QCELFP9vY/">Mathematics for Finance : An Introduction to Financial Engineering, by Marek Capicski, (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
