Mathematics for Finance

An Introduction to Financial Engineering
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Produktbeskrivelse

Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it 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.

Detaljer

  • ISBN13 9780857290816
  • Sider 336
  • Udgivet 2010
  • Forlag Springer London Ltd
  • Format Paperback
  • Udgave 2
  • Sprog Engelsk