Mathematics for finance : an introduction to financial engineering, Marek Capiński and Tomasz Zastawniak

Resource Information

The instance Mathematics for finance : an introduction to financial engineering, Marek Capiński and Tomasz Zastawniak represents a material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.

Image

http://covers.openlibrary.org/b/isbn/9781852333300-M.jpg?default=false

Label

Mathematics for finance : an introduction to financial engineering, Marek Capiński and Tomasz Zastawniak

Title remainder

an introduction to financial engineering

Statement of responsibility

Marek Capiński and Tomasz Zastawniak

Instantiates

• Mathematics for finance : an introduction to financial engineering

Publication

• London, Springer, 2003

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

Record ID

b1916179