Mathematics for Finance: An Introduction to Financial Engineering
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
London
Springer London
2003
|
Schriftenreihe: | Springer Undergraduate Mathematics Series
|
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | 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 |
Beschreibung: | 1 Online-Ressource (X, 314 p) |
ISBN: | 9781852338466 9781852333300 |
ISSN: | 1615-2085 |
DOI: | 10.1007/b97511 |
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Datensatz im Suchindex
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any_adam_object | |
author | Capiński, Marek |
author_facet | Capiński, Marek |
author_role | aut |
author_sort | Capiński, Marek |
author_variant | m c mc |
building | Verbundindex |
bvnumber | BV042421827 |
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collection | ZDB-2-SMA ZDB-2-BAE |
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dewey-full | 519 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519 |
dewey-search | 519 |
dewey-sort | 3519 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/b97511 |
format | Electronic eBook |
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spelling | Capiński, Marek Verfasser aut Mathematics for Finance An Introduction to Financial Engineering by Marek Capiński, Tomasz Zastawniak London Springer London 2003 1 Online-Ressource (X, 314 p) txt rdacontent c rdamedia cr rdacarrier Springer Undergraduate Mathematics Series 1615-2085 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 Mathematics Finance Banks and banking Quantitative Finance Finance /Banking Bank Mathematik Risikomanagement (DE-588)4121590-4 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Finanzinvestition (DE-588)4417143-2 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Financial Engineering (DE-588)4208404-0 gnd rswk-swf 1\p (DE-588)4123623-3 Lehrbuch gnd-content Financial Engineering (DE-588)4208404-0 s Risikomanagement (DE-588)4121590-4 s Mathematisches Modell (DE-588)4114528-8 s 2\p DE-604 Kapitalanlage (DE-588)4073213-7 s 3\p DE-604 Finanzinvestition (DE-588)4417143-2 s 4\p DE-604 Finanzmathematik (DE-588)4017195-4 s 5\p DE-604 Zastawniak, Tomasz Sonstige oth https://doi.org/10.1007/b97511 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 4\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 5\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Capiński, Marek Mathematics for Finance An Introduction to Financial Engineering Mathematics Finance Banks and banking Quantitative Finance Finance /Banking Bank Mathematik Risikomanagement (DE-588)4121590-4 gnd Kapitalanlage (DE-588)4073213-7 gnd Finanzmathematik (DE-588)4017195-4 gnd Finanzinvestition (DE-588)4417143-2 gnd Mathematisches Modell (DE-588)4114528-8 gnd Financial Engineering (DE-588)4208404-0 gnd |
subject_GND | (DE-588)4121590-4 (DE-588)4073213-7 (DE-588)4017195-4 (DE-588)4417143-2 (DE-588)4114528-8 (DE-588)4208404-0 (DE-588)4123623-3 |
title | Mathematics for Finance An Introduction to Financial Engineering |
title_auth | Mathematics for Finance An Introduction to Financial Engineering |
title_exact_search | Mathematics for Finance An Introduction to Financial Engineering |
title_full | Mathematics for Finance An Introduction to Financial Engineering by Marek Capiński, Tomasz Zastawniak |
title_fullStr | Mathematics for Finance An Introduction to Financial Engineering by Marek Capiński, Tomasz Zastawniak |
title_full_unstemmed | Mathematics for Finance An Introduction to Financial Engineering by Marek Capiński, Tomasz Zastawniak |
title_short | Mathematics for Finance |
title_sort | mathematics for finance an introduction to financial engineering |
title_sub | An Introduction to Financial Engineering |
topic | Mathematics Finance Banks and banking Quantitative Finance Finance /Banking Bank Mathematik Risikomanagement (DE-588)4121590-4 gnd Kapitalanlage (DE-588)4073213-7 gnd Finanzmathematik (DE-588)4017195-4 gnd Finanzinvestition (DE-588)4417143-2 gnd Mathematisches Modell (DE-588)4114528-8 gnd Financial Engineering (DE-588)4208404-0 gnd |
topic_facet | Mathematics Finance Banks and banking Quantitative Finance Finance /Banking Bank Mathematik Risikomanagement Kapitalanlage Finanzmathematik Finanzinvestition Mathematisches Modell Financial Engineering Lehrbuch |
url | https://doi.org/10.1007/b97511 |
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