Mathematics for finance: an introduction to financial engineering
Material type:
TextPublication details: London Springer 2011 Edition: 2ndDescription: xiii, 336 pISBN: 9780857290816Subject(s): Business mathematics | Finance--Mathematical models | Investments--MathematicsDDC classification: 332.60151 Summary: About this book
As with the first edition, 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 the Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.
In this second edition, the material has been thoroughly revised and rearranged. New features include:
• A case study to begin each chapter – a real-life situation motivating the development of theoretical tools;
• A detailed discussion of the case study at the end of each chapter;
• A new chapter on time-continuous models with intuitive outlines of the mathematical arguments and constructions;
• Complete proofs of the two fundamental theorems of mathematical finance in discrete setting.
| Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Indian Institute of Management LRC General Stacks | Finance & Accounting | 332.60151 CAP (Browse shelf(Opens below)) | 1 | Available | 001759 |
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| 332.6 STA Guide to investment strategy: how to understand markets, risk, rewards and behaviour | 332.6 TAL Security analysis and portfolio management | 332.601 LAO Understanding investments: | 332.60151 CAP Mathematics for finance: an introduction to financial engineering | 332.6015118 MAK Trading tactics in the financial market: mathematical methods to improve performance | 332.6015118 POG Investment valuation and appraisal: | 332.60151923 SHI Essentials of stochastic finance: |
About this book
As with the first edition, 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 the Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.
In this second edition, the material has been thoroughly revised and rearranged. New features include:
• A case study to begin each chapter – a real-life situation motivating the development of theoretical tools;
• A detailed discussion of the case study at the end of each chapter;
• A new chapter on time-continuous models with intuitive outlines of the mathematical arguments and constructions;
• Complete proofs of the two fundamental theorems of mathematical finance in discrete setting.
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