Mathematics for Finance: An Introduction to Financial Engineering

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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.

Mathematics for Finance: An Introduction to Financial Engineering 2010, Springer London Ltd, England

ISBN-13: 9780857290816

2nd edition 2011

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Mathematics for Finance: An Introduction to Financial Engineering 2007, Springer, London, England

ISBN-13: 9781852333300

2003 edition

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