Mathematics for finance

Autori

• Marek Capiński

Parametri

• Economia
• Economia e affari
• Finanza
• Matematica
• Springer undergraduate mathematics series

Maggiori informazioni sul libro

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.

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Lingua: Inglese

Pubblicato: 2003