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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Bibliographic Details
Main Author: Capinski, Marek 1951- (Author)
Other Authors: Zastawniak, Tomasz 1959-
Format: Book
Published: London, NY Springer 2003
Series:Springer undergraduate mathematics series
Subjects:
Online Access:Click Here to View Status and Holdings.
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MARC

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020 # # |a 9781852333300  |q paperback 
040 # # |a UiTM  |e rda 
090 0 0 |a HG106  |b .C36 2003 
100 1 # |a Capinski, Marek  |c 1951-  |e author 
245 1 0 |a Mathematics for finance  |b an introduction to financial engineering  |c Marek Capinski and Tomasz Zastawniak 
264 # 1 |a London, NY  |b Springer  |c 2003 
300 # # |a x, 310 pages  |b illustrations  |c 24 cm 
336 # # |a text  |2 rdacontent 
337 # # |a unmediated  |2 rdamedia 
338 # # |a volume  |2 rdacarrier 
490 1 # |a Springer undergraduate mathematics series  |x 1615-2085 
504 # # |a Includes bibliographical references (p. 303-304) and index 
520 # # |a 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 
650 # 0 |a Finance  |x Mathematical models 
650 # 0 |a Investments  |x Mathematics 
650 # 0 |a Business mathematics 
700 1 # |a Zastawniak, Tomasz  |c 1959- 
856 4 0 |z Click Here to View Status and Holdings.  |u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=383158 
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