The Resource Mathematics for finance : an introduction to financial engineering, Marek Capiński and Tomasz Zastawniak
Mathematics for finance : an introduction to financial engineering, Marek Capiński and Tomasz Zastawniak
Resource Information
The item Mathematics for finance : an introduction to financial engineering, Marek Capiński and Tomasz Zastawniak 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, Marek Capiński and Tomasz Zastawniak 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
- "Assuming only a basic knowledge of probability and calculus the book combines financial motivation with mathematical style. 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, which provides ample material for tutorials, and makes the book ideal for self-study. It is 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."--BOOK JACKET
- Language
- eng
- Extent
- x, 310 p.
- Contents
-
- 1.
- Introduction: A Simple Market Model.
- p. 1
- 2.
- Risk-Free Assets.
- p. 21
- 3.
- Risky Assets.
- p. 47
- 4.
- Discrete Time Market Models.
- p. 73
- 5.
- Portfolio Management.
- p. 91
- 6.
- Forward and Futures Contracts.
- p. 125
- 7.
- Options: General Properties.
- p. 147
- 8.
- Option Pricing.
- p. 173
- 9.
- Financial Engineering.
- p. 191
- 10.
- Variable Interest Rates.
- p. 215
- 11.
- Stochastic Interest Rates.
- p. 237
- Solutions.
- p. 263
- Bibliography.
- p. 303
- Glossary of Symbols.
- p. 305
- Index.
- p. 307
- Isbn
- 9781852333300
- Label
- Mathematics for finance : an introduction to financial engineering
- Title
- Mathematics for finance
- Title remainder
- an introduction to financial engineering
- Statement of responsibility
- Marek Capiński and Tomasz Zastawniak
- Language
- eng
- Summary
- "Assuming only a basic knowledge of probability and calculus the book combines financial motivation with mathematical style. 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, which provides ample material for tutorials, and makes the book ideal for self-study. It is 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."--BOOK JACKET
- Cataloging source
- DLC
- http://library.link/vocab/creatorDate
- 1951-
- http://library.link/vocab/creatorName
- Capiński, Marek
- Index
- index present
- LC call number
- HG106
- LC item number
- .C36 2003
- Literary form
- non fiction
- http://library.link/vocab/relatedWorkOrContributorDate
- 1959-
- http://library.link/vocab/relatedWorkOrContributorName
- Zastawniak, Tomasz
- Series statement
- Springer undergraduate mathematics series
- http://library.link/vocab/subjectName
-
- Finance
- Investments
- Business mathematics
- Label
- Mathematics for finance : an introduction to financial engineering, Marek Capiński and Tomasz Zastawniak
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
-
- 1.
- Introduction: A Simple Market Model.
- p. 1
- 2.
- Risk-Free Assets.
- p. 21
- 3.
- Risky Assets.
- p. 47
- 4.
- Discrete Time Market Models.
- p. 73
- 5.
- Portfolio Management.
- p. 91
- 6.
- Forward and Futures Contracts.
- p. 125
- 7.
- Options: General Properties.
- p. 147
- 8.
- Option Pricing.
- p. 173
- 9.
- Financial Engineering.
- p. 191
- 10.
- Variable Interest Rates.
- p. 215
- 11.
- Stochastic Interest Rates.
- p. 237
- Solutions.
- p. 263
- Bibliography.
- p. 303
- Glossary of Symbols.
- p. 305
- Index.
- p. 307
- Control code
- l82003045431
- Dimensions
- 24 cm.
- Extent
- x, 310 p.
- Isbn
- 9781852333300
- Lccn
- 2003045431
- Media category
- unmediated
- Media MARC source
- rdamedia
- Media type code
-
- n
- Label
- Mathematics for finance : an introduction to financial engineering, Marek Capiński and Tomasz Zastawniak
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- volume
- Carrier category code
-
- nc
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
-
- 1.
- Introduction: A Simple Market Model.
- p. 1
- 2.
- Risk-Free Assets.
- p. 21
- 3.
- Risky Assets.
- p. 47
- 4.
- Discrete Time Market Models.
- p. 73
- 5.
- Portfolio Management.
- p. 91
- 6.
- Forward and Futures Contracts.
- p. 125
- 7.
- Options: General Properties.
- p. 147
- 8.
- Option Pricing.
- p. 173
- 9.
- Financial Engineering.
- p. 191
- 10.
- Variable Interest Rates.
- p. 215
- 11.
- Stochastic Interest Rates.
- p. 237
- Solutions.
- p. 263
- Bibliography.
- p. 303
- Glossary of Symbols.
- p. 305
- Index.
- p. 307
- Control code
- l82003045431
- Dimensions
- 24 cm.
- Extent
- x, 310 p.
- Isbn
- 9781852333300
- Lccn
- 2003045431
- Media category
- unmediated
- Media MARC source
- rdamedia
- Media type code
-
- n
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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/SkH7rR99Kis/" 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/SkH7rR99Kis/">Mathematics for finance : an introduction to financial engineering, Marek Capiński and Tomasz Zastawniak</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>
