Mathematics for finance: an introduction to financial engineering : with 75 figures

Marek Capiânski, Tomasz Jerzy Zastawniak

Springer Verlag, 2003 - Mathematics - 310 pages

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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Review: Mathematics for Finance: An Introduction to Financial Engineering

User Review  - Christina Maya - Goodreads

A mathematic reference for the one who want to know about feasible analysis of bonds and stock (not for the issuer) but also for traders and realated to venture things.

About the author

Capinski, Nowy Sacz Graduate School of Business.

Tomasz Zastawniak holds the Chair of Mathematical Finance at the University of York. He has authored about fifty research publications and four books. He has supervised four PhD dissertations and around eighty MSc dissertations in mathematical finance.

Bibliographic information

• Title: Mathematics for finance: an introduction to financial engineering : with 75 figures; Springer undergraduate mathematics series, ISSN 1615-2085
• Authors: Marek Capiânski, Tomasz Jerzy Zastawniak
• Edition: illustrated, reprint
• Publisher: Springer Verlag, 2003
• ISBN: 1852333308, 9781852333300
• Length: 310 pages
• Subjects: Mathematics / General