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
Resource Information
The item Mathematics for finance : an introduction to financial engineering, Marek Capiński, 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, 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 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
- Language
- eng
- Edition
- 2nd ed.
- Extent
- xiii, 336 p.
- 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
- Isbn
- 9780857290816
- 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
- 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
- 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
- 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
- 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.
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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/dGUp6l7hc-g/" 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/dGUp6l7hc-g/">Mathematics for finance : an introduction to financial engineering, Marek Capiński, 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>
