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Marek Capinski Mathematics for Finance : An Introduction to Financial Engineering Deals
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Waterstones - Mathematics for Finance
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Product Name: Mathematics for Finance : An Introduction to Financial Engineering
Product Category: Books in Media
Manufacturer: Marek Capinski
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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.
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