Mathematics for Finance : An Introduction to Financial Engineering : 2nd Edition
Category:Engineering

Mathematics for Finance : An Introduction to Financial Engineering : 2nd Edition

by Marek Capinski,Tomasz Zastawniak

LKR 9,840.00
Out of stock
Item SKU:
57336
Author:
Marek Capinski,Tomasz Zastawniak
Publisher:
Springer
Edition:
2nd Revised : 2011
ISBN:
9780857290816
EAN13:
9780857290816

Product Description

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.