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Capinski M., Zastawniak T. — Mathematics for Finance - An Introduction to Financial Engineering
Capinski M., Zastawniak T. — Mathematics for Finance - An Introduction to Financial Engineering



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Название: Mathematics for Finance - An Introduction to Financial Engineering

Авторы: Capinski M., Zastawniak T.

Аннотация:

True to its title, this book itself is an excellent financial investment. For the price
of one volume it teaches two Nobel Prize winning theories, with plenty more
included for good measure. How many undergraduate mathematics textbooks
can boast such a claim?
Building on mathematical models of bond and stock prices, these two theories
lead in different directions: Black–Scholes arbitrage pricing of options and
other derivative securities on the one hand, and Markowitz portfolio optimisation
and the Capital Asset Pricing Model on the other hand. Models based on
the principle of no arbitrage can also be developed to study interest rates and
their term structure. These are three major areas of mathematical finance, all
having an enormous impact on the way modern financial markets operate. This
textbook presents them at a level aimed at second or third year undergraduate
students, not only of mathematics but also, for example, business management,
finance or economics


Язык: en

Рубрика: Математика/

Статус предметного указателя: Неизвестно

ed2k: ed2k stats

Год издания: 2003

Количество страниц: 321

Добавлена в каталог: 29.04.2018

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