Mathematics for finance an introduction to financial engineering
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...
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| Format: | Book |
| Published: |
London, NY
Springer
2003
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| Series: | Springer undergraduate mathematics series
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| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Add Tag | Summary: | 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 |
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| Physical Description: | x, 310 pages illustrations 24 cm |
| Bibliography: | Includes bibliographical references (p. 303-304) and index |
| ISBN: | 9781852333300 |
| ISSN: | 1615-2085 |
Mathematics for finance an introduction to financial engineering