Stock photo
Stock photo
Springer Undergraduate Mathematics Ser.: Mathematics for Finance : An Introduction to Financial Engineering by Tomasz Zastawniak and Marek Capinski (2007, Trade Paperback)
Atlasbook (108)
100% positive feedback
Price:
$40.49
Free shipping
Returns:
30 days returns. Buyer pays for return shipping. If you use an eBay shipping label, it will be deducted from your refund amount.
Condition:
- Buy It NowSpringer Undergraduate Mathematics Ser.: Mathematics for Finance : An...
Oops! Looks like we're having trouble connecting to our server.
Refresh your browser window to try again.
About this product
Product Identifiers
PublisherSpringer
ISBN-101852333308
ISBN-139781852333300
eBay Product ID (ePID)2485370
Product Key Features
Number of PagesX, 310 Pages
Publication NameMathematics for Finance : an Introduction to Financial Engineering
LanguageEnglish
SubjectFinance / Financial Engineering, Finance / General, Investments & Securities / Analysis & Trading Strategies, Business Mathematics
Publication Year2007
TypeTextbook
Subject AreaBusiness & Economics
AuthorTomasz Zastawniak, Marek Capinski
SeriesSpringer Undergraduate Mathematics Ser.
FormatTrade Paperback
Dimensions
Item Weight21.9 Oz
Item Length9.3 in
Item Width7 in
Additional Product Features
Intended AudienceCollege Audience
LCCN2003-045431
Dewey Edition21
IllustratedYes
Dewey Decimal332.6/01/51
Table Of ContentIntroduction: A Simple Market Model.- Risk-Free Assets.- Risky Assets.- Discrete Time Market Models.- Portfolio Management.- Forward and Futures Contracts.- Options: General Properties.- Option Pricing.- Financial Engineering.- Variable Interest Rates.- Stochastic Interest Rates.- Solutions.- Bibliography.- Glossary of Symbols.- Index.
SynopsisDesigned 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., This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.
LC Classification NumberHF5691
All listings for this product
Be the first to write a review
