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Mathematics for Finance

Mathematics for Finance An Introduction to Financial Engineering

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Springer Undergraduate Mathematics Series

Mathematics for Finance

An Introduction to Financial Engineering

Marek Capiński | Tomasz Zastawniak

Mathematics / Applied

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.

​Marek Capinski is Professor of Mathematics at AGH University of Science and Technology, Poland. 

Tomasz Zastawniak is Professor of Mathematics at the University of York, UK. 

Publication Date: 25 November 2010
Publisher: Springer London
Imprint: Springer
ISBN-13: 9780857290816
Format: Paperback / softback
Page Count: 336

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