Mathematics for Finance: An Introduction to Financial Engineering

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9780857290816: Mathematics for Finance: An Introduction to Financial Engineering

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 Capital Asset Pricing Model, and basic stochastic interest rate models 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)

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Book Description:

From the reviews of the second edition:

“This second edition … is to start each chapter with the presentation of a case study and to end each chapter with a thorough discussion of that study. The authors also added new material on time-continuous models, along with the essentials of the mathematical arguments. … The current book is more substantial … . Summing Up: Recommended. Upper-division undergraduates and graduate students.” (D. Robbins, Choice, Vol. 48 (10), June, 2011)

“Throughout the text, the authors invite active reader participation. One way is by opening and closing each chapter with a case study. … authors have embedded all of the exercises in the discussion. … Solutions to all exercises appear in an appendix. This makes the book excellent for self-study. … this book provides an excellent introduction to financial engineering. … authors display impressive dexterity in ushering the reader from basics to an understanding of some of the deepest and most far-reaching ideas in the discipline.” (David A. Huckaby, The Mathematical Association of America, February, 2011)

“This second edition consists of standard topics for undergraduate level financial mathematics courses, plus an introduction to materials from an advanced level course. … Each chapter starts with a case study and ends with a discussion on it using the material taught in the chapter. In general this book provides many examples and exercises, which is very useful for helping readers to understand the materials covered. Overall this is a great book for upper level undergraduate students and those who want to self-study financial engineering.” (Youngna Choi, Mathematical Reviews, Issue 2012 e)

“This textbook presents … three major areas of mathematical finance at a level suitable for second or third year undergraduate students in mathematics, business management, finance or economics. … The text is interspersed with a multitude of elaborated examples and exercises, complete with solutions, providing ample material for tutorials as well as making the book good for self-study.” (Yuliya S. Mishura, Zentralblatt MATH, Vol. 1207, 2011)

Contenuti:

A Simple Market Model.- Risk-Free Assets.- Portfolio Management.- Forward and Futures Contracts.- Options: General Properties.- Binomial Model.- General Discrete Time Models.- Continuous Time Model.- Interest Rates.

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1.

Capinski, Marek; Zastawniak, Tomasz
Editore: Springer (2010)
ISBN 10: 0857290819 ISBN 13: 9780857290816
Nuovi Brossura Quantità: 2
Valutazione libreria
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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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Capinski, Marek; Zastawniak, Tomasz
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Descrizione libro Paperback. Condizione libro: New. Not Signed; 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-. book. Codice libro della libreria ria9780857290816_rkm

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Capinski, Marek; Zastawniak, Tomasz
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Descrizione libro Springer London Ltd 2010-11-25, England, 2010. paperback. Condizione libro: New. Codice libro della libreria 9780857290816

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Capinski, Marek; Zastawniak, Tomasz
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Descrizione libro Springer London Ltd, United Kingdom, 2010. Paperback. Condizione libro: New. 2nd ed. 2011. 232 x 156 mm. Language: English . Brand New Book. 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 Capital Asset Pricing Model, and basic stochastic interest rate models 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. ( 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). Codice libro della libreria AAZ9780857290816

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Capinski, Marek; Zastawniak, Tomasz
Editore: Springer London Ltd, United Kingdom (2010)
ISBN 10: 0857290819 ISBN 13: 9780857290816
Nuovi Paperback Quantità: 1
Da
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(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Springer London Ltd, United Kingdom, 2010. Paperback. Condizione libro: New. 2nd ed. 2011. 232 x 156 mm. Language: English . Brand New Book. 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 Capital Asset Pricing Model, and basic stochastic interest rate models 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. ( 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). Codice libro della libreria AAZ9780857290816

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Descrizione libro Springer, 2010. Paperback. Condizione libro: New. Brand New Book. Shipping: Once your order has been confirmed and payment received, your order will then be processed. The book will be located by our staff, packaged and despatched to you as quickly as possible. From time to time, items get mislaid en route. If your item fails to arrive, please contact us first. We will endeavour to trace the item for you and where necessary, replace or refund the item. Please do not leave negative feedback without contacting us first. All orders will be dispatched within two working days. If you have any quesions please contact us. Codice libro della libreria V9780857290816

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

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Descrizione libro Springer, 2010. Condizione libro: New. Codice libro della libreria GA9780857290816

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Descrizione libro Springer Verlag, 2010. Paperback. Condizione libro: Brand New. 2nd edition. 336 pages. 9.50x6.25x0.75 inches. In Stock. Codice libro della libreria __0857290819

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