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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Online Access: | Click Here to View Status and Holdings. |
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LEADER | 00000n a2200000 a 4501 | ||
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001 | wils-383158 | ||
005 | 2021022171757 | ||
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 |
964 | # | # | |c BOK |d 01 |
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