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 Title Mathematics for Finance: An Introduction to Financial Engineering
 Author(s) Marek Capinski, Tomasz Zastawniak
 Publisher: Springer; 2nd Edition (November 25, 2010)
 Paperback 349 pages
 eBook HTML, PDF (12.75 MB)
 Language: English
 ASIN/ISBN10: 0857290819
 ISBN13: 9780857290816
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Book Description
This text is an excellent introduction to Mathematical Finance. Armed with a knowledge of basic calculus and probability a student can use this book to learn about derivatives, interest rates and their term structure and portfolio management. The text serves as an easily understood introduction to the economic concepts but also manages to cover the topics in a mathematically rigorous manner.
It presents three major areas of mathematical finance, namely Option pricing based on the noarbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.
About the Authors N/A
 Financial Mathematics, Mathematical Economics, and Financial Engineering
 Statistics, R Language and SAS Programming
 Probability and Stochastic Processes
 Applied Mathematics




















