Mathematics for Finance
Download or Read eBook Mathematics for Finance PDF written by Marek Capinski and published by Springer. This book was released on 2006-04-18 with total page 317 pages. Available in PDF, EPUB and Kindle.
| Author | : Marek Capinski |
| Publisher | : Springer |
| Total Pages | : 317 |
| Release | : 2006-04-18 |
| ISBN-10 | : 9781852338466 |
| ISBN-13 | : 1852338466 |
| Rating | : 4/5 (66 Downloads) |
Book Synopsis Mathematics for Finance by : Marek Capinski
Book excerpt: 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.
