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Mathematics for Finance

An Introduction to Financial Engineering

Paperback Engels 2010 2e druk 9780857290816
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9780857290816
Taal:Engels
Bindwijze:paperback
Aantal pagina's:336
Uitgever:Springer London
Druk:2

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Inhoudsopgave

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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        Mathematics for Finance