Mathematics for finance : An introduction to financial engineering
Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes...
Đã lưu trong:
| Tác giả chính: | |
|---|---|
| Định dạng: | Sách |
| Ngôn ngữ: | Undetermined |
| Được phát hành: |
New York,London
Springer
c2003
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| Những chủ đề: | |
| Các nhãn: |
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| Thư viện lưu trữ: | Trung tâm Học liệu Trường Đại học Cần Thơ |
|---|
| LEADER | 01703nam a2200229Ia 4500 | ||
|---|---|---|---|
| 001 | CTU_153311 | ||
| 008 | 210402s9999 xx 000 0 und d | ||
| 020 | |c 36.13 | ||
| 082 | |a 332.60151 | ||
| 082 | |b C243 | ||
| 100 | |a Capiński, Marek | ||
| 245 | 0 | |a Mathematics for finance : | |
| 245 | 3 | |b An introduction to financial engineering | |
| 245 | 0 | |c Marek Capiński and Tomasz Zast | |
| 260 | |a New York,London | ||
| 260 | |b Springer | ||
| 260 | |c c2003 | ||
| 520 | |a Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes' arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest rates and their term structure. Assuming only a basic knowledge of probability and calculus, it covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, so it is ideal for self-study and suitable not only for students of mathematics, but also students of business management, finance and economics, and anyone with an interest in finance who needs to understand the underlying theory | ||
| 650 | |a Finance,Investments,Business mathematics,Quản lý đầu tư,Toán học tài chính | ||
| 650 | |x Mathematical models,Mathematics | ||
| 904 | |i Nguyên | ||
| 980 | |a Trung tâm Học liệu Trường Đại học Cần Thơ | ||