Mathematics for finance : an introduction to financial engineering / Marek Capinski and Tomasz Zastawniak.

By:

Capinski, Marek [author]

Contributor(s):

Zastawniak, Tomasz [author]

Material type: Text

TextLanguage: English Series: Springer undergraduate mathematics seriesPublication details: New York : Springer, 2011.Edition: 2nd edDescription: xiii, 336pISBN:

9780857290816

Subject(s):

DDC classification:

332.60151 22 CA-M

Summary: "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."--

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Holdings
Item type	Home library	Collection	Shelving location	Call number	Status	Barcode
Print	OPJGU Sonepat- Campus	Textbooks	Main Library	332.60151 CA-M (Browse shelf(Opens below))	Available	150061
Print	OPJGU Sonepat- Campus	Textbooks	Main Library	332.60151 CA-M (Browse shelf(Opens below))	Available	150062
Print	OPJGU Sonepat- Campus	Textbooks	Main Library	332.60151 CA-M (Browse shelf(Opens below))	Available	127969

"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."--

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