Coverart for item
The Resource Mathematics for finance : an introduction to financial engineering, Marek Capiński, Tomasz Zastawniak

Mathematics for finance : an introduction to financial engineering, Marek Capiński, 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, Tomasz Zastawniak
Creator
Contributor
Subject
Language
eng
Summary
Assuming only basic knowledge of probability and calculus, this book 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--Cover
Member of
Cataloging source
YDXCP
http://library.link/vocab/creatorDate
1951-
http://library.link/vocab/creatorName
Capiński, Marek
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.C36 2011
Literary form
non fiction
Nature of contents
bibliography
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, Tomasz Zastawniak
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [327]-329) 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
A simple market model -- Risk-free assets -- Portfolio management -- Forward and futures contracts -- Options: General properties -- Binomial model -- General discrete time models -- Continuous time model -- Interest rates -- Appendix -- Solutions
Control code
014948141
Dimensions
24 cm.
Edition
2nd ed.
Extent
xiii, 336 p.
Isbn
9780857290816
Lccn
2010938854
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.
Label
Mathematics for finance : an introduction to financial engineering, Marek Capiński, Tomasz Zastawniak
Publication
Bibliography note
Includes bibliographical references (p. [327]-329) 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
A simple market model -- Risk-free assets -- Portfolio management -- Forward and futures contracts -- Options: General properties -- Binomial model -- General discrete time models -- Continuous time model -- Interest rates -- Appendix -- Solutions
Control code
014948141
Dimensions
24 cm.
Edition
2nd ed.
Extent
xiii, 336 p.
Isbn
9780857290816
Lccn
2010938854
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
ill.

Library Locations

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      Ashton Street, Liverpool, L69 3DA, GB
      53.418074 -2.967913
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