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 edISBN:

9780857290816

Subject(s):

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	Call number	Status	Barcode
Print	OPJGU Sonepat- Campus Main Library	Textbooks	332.60151 CA-M (Browse shelf(Opens below))	Available	150061
Print	OPJGU Sonepat- Campus Main Library	Textbooks	332.60151 CA-M (Browse shelf(Opens below))	Available	150062
Print	OPJGU Sonepat- Campus Main Library	Textbooks	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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