Coverart for item
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

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
Creator
Contributor
Subject
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
Instantiates
Publication
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
Publication
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

Library Locations

    • Harold Cohen LibraryBorrow it
      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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