Mathematics for Finance An Introduction to Financial Engineering

Name: Mathematics for Finance An Introduction to Financial Engineering
Price: 13.92 USD
Availability: InStock
ISBN: 9781852333300

ISBN-10: 1852333308

ISBN-13: 9781852333300

Edition: 2005

Authors: Marek Capinski, Tomasz Zastawniak

List price: $49.95

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Description:

Written for second or third year undergraduates, this volume presents two mathematical models that lead in different directions. These are the Black-Scholes arbitrage pricing of options and other derivatives and Markowitz portfolio optimization and secondly the Capital Asset Pricing Model.

Book details

List price: $49.95
Copyright year: 2005
Publisher: Springer
Publication date: 6/29/2007
Binding: Paperback
Pages: 310
Size: 7.00" wide x 9.25" long x 0.75" tall
Weight: 1.386
Language: English



Introduction: A Simple Market Model


Risk-Free Assets


Risky Assets


Discrete Time Market Models


Portfolio Management


Forward and Futures Contracts


Options: General Properties


Option Pricing


Financial Engineering


Variable Interest Rates


Stochastic Interest Rates


Solutions


Bibliography


Glossary of Symbols


Index