TY - BOOK AU - Capinski,Marek AU - Zastawniak,Tomasz TI - Mathematics for finance: an introduction to financial engineering T2 - Springer undergraduate mathematics series SN - 9780857290816 U1 - 332.60151 22 PY - 2011/// CY - New York PB - Springer KW - Finance KW - Mathematical models KW - Investments KW - Mathematics KW - Business mathematics N2 - "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."-- ER -