# Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

## Marek Capiński; Tomasz Zastawniak

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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.

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From the Back Cover:

As with the first edition, 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 the Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.

In this second edition, the material has been thoroughly revised and rearranged. New features include:

· A case study to begin each chapter – a real-life situation motivating the development of theoretical tools;

· A detailed discussion of the case study at the end of each chapter;

· A new chapter on time-continuous models with intuitive outlines of the mathematical arguments and constructions;

· Complete proofs of the two fundamental theorems of mathematical finance in discrete setting.

From the reviews of the first edition:

”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.”(Zentralblatt MATH)

”Given these basic tools, it is surprising how high a level of sophistication the authors achieve, covering such topics as arbitrage-free valuation, binomial trees, and risk-neutral valuation.” (www.riskbook.com)

”The reviewer can only congratulate the authors with successful completion of a difficult task of writing a useful textbook on a traditionally hard topic.” (K. Borovkov, The Australian Mathematical Society Gazette, Vol. 31 (4), 2004)

Marek Capinski is Professor of Mathematics at AGH University of Science and Technology, Poland.
Tomasz Zastawniak is Professor of Mathematics at the University of York, UK.

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## 1.Mathematics for Finance

Editore: Springer London 2010-11-25, London (2010)
ISBN 10: 0857290819 ISBN 13: 9780857290816
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Descrizione libro Springer London 2010-11-25, London, 2010. paperback. Condizione libro: New. Codice libro della libreria 9780857290816

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## 2.Mathematics for Finance: An Introduction to Financial Engineering (Paperback)

Editore: Springer London Ltd, United Kingdom (2010)
ISBN 10: 0857290819 ISBN 13: 9780857290816
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Descrizione libro Springer London Ltd, United Kingdom, 2010. Paperback. Condizione libro: New. 2nd ed. 2011. Language: English . Brand New Book. 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. Codice libro della libreria AAZ9780857290816

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## 3.Mathematics for Finance: An Introduction to Financial Engineering (Paperback)

Editore: Springer London Ltd, United Kingdom (2010)
ISBN 10: 0857290819 ISBN 13: 9780857290816
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Descrizione libro Springer London Ltd, United Kingdom, 2010. Paperback. Condizione libro: New. 2nd ed. 2011. Language: English . Brand New Book. 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. Codice libro della libreria AAZ9780857290816

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## 4.Mathematics For Finance

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Descrizione libro Condizione libro: New. Depending on your location, this item may ship from the US or UK. Codice libro della libreria 97808572908160000000

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## 5.Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

Editore: Springer (2010)
ISBN 10: 0857290819 ISBN 13: 9780857290816
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Valutazione libreria

Descrizione libro Springer, 2010. Condizione libro: New. 2010. 2nd ed. 2011. Paperback. Combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, this title presents three 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. Series: Springer Undergraduate Mathematics Series. Num Pages: 336 pages, 66 black & white illustrations, biography. BIC Classification: KFFK; PBW. Category: (P) Professional & Vocational. Dimension: 235 x 157 x 20. Weight in Grams: 514. . . . . . . Codice libro della libreria V9780857290816

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## 6.Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

Editore: Springer
ISBN 10: 0857290819 ISBN 13: 9780857290816
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Descrizione libro Springer. Condizione libro: New. 2010. 2nd ed. 2011. Paperback. Combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, this title presents three 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. Series: Springer Undergraduate Mathematics Series. Num Pages: 336 pages, 66 black & white illustrations, biography. BIC Classification: KFFK; PBW. Category: (P) Professional & Vocational. Dimension: 235 x 157 x 20. Weight in Grams: 514. . . . . . Books ship from the US and Ireland. Codice libro della libreria V9780857290816

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## 7.Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

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Descrizione libro Springer, 2010. Condizione libro: New. book. Codice libro della libreria ria9780857290816_rkm

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## 8.Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) (Paperback)

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Descrizione libro Condizione libro: New. Bookseller Inventory # ST0857290819. Codice libro della libreria ST0857290819

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## 9.Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

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ISBN 10: 0857290819 ISBN 13: 9780857290816
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Descrizione libro Springer, 2010. Condizione libro: New. Codice libro della libreria GH9780857290816

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## 10.Mathematics for Finance : An Introduction to Financial Engineering

Editore: Springer (2016)
ISBN 10: 0857290819 ISBN 13: 9780857290816
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Descrizione libro Springer, 2016. Paperback. Condizione libro: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Codice libro della libreria ria9780857290816_lsuk

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