Mathematics for finance :an introduction to financial engineering
- 作者: Capiński, Marek,
- 其他作者: Zastawniak, Tomasz,
- 出版: London ;New York : Springer ©2003.
- 稽核項: 1 online resource (x, 310 pages) :illustrations.
- 叢書名: Springer undergraduate mathematics series,
- 標題: Finance , Investments Mathematics. , BUSINESS & ECONOMICS Investments & Securities -- General. , Finance Mathematical models. , Mathematics. , Electronic books. , Investments & SecuritiesGeneral. , Mathematical models. , Business mathematics. , Investments , BUSINESS & ECONOMICS
- ISBN: 1852338466 , 9781852338466
- ISBN: 128014548X , 9781280145483 , 1852333308 , 9781852333300 , 9786610145485 , 6610145482 , 1615-2085
- 試查全文@TNUA:
- 附註: Includes bibliographical references (pages 303-304) and index. Introduction: A Simple Market Model -- Risk-Free Assets -- Risky Assets -- Discrete Time Market Models -- Portfolio Management -- Forward and Futures Contracts -- Options: General Properties -- Option Pricing -- Financial Engineering -- Variable Interest Rates -- Stochastic Interest Rates -- Solutions -- Bibliography -- Glossary of Symbols -- Index.
- 摘要: Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest rates and their term structure. Assuming only a basic knowledge of probability and calculus, it covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, so it is ideal for self-study and suitable not only for students of mathematics, but also students of business management, finance and economics, and anyone with an interest in finance who needs to understand the underlying theory.
- 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=108156
- 系統號: 005309538
- 資料類型: 電子書
- 讀者標籤: 需登入
- 引用網址: 複製連結
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.
來源: Google Book
來源: Google Book
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