| 書目名稱 | Mathematics for Finance |
| 副標(biāo)題 | An Introduction to F |
| 編輯 | Marek Capiński,Tomasz Zastawniak |
| 視頻video | http://file.papertrans.cn/627/626882/626882.mp4 |
| 概述 | One of the first textbooks at this level to be aimed specifically at mathematicians.Combines financial motivation with mathematical style.Ideally suited for independent study: it is self-contained and |
| 叢書名稱 | Springer Undergraduate Mathematics Series |
| 圖書封面 |  |
| 描述 | 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. |
| 出版日期 | Textbook 20031st edition |
| 關(guān)鍵詞 | Arbitrage; Derivative Securities; Finance; Financial Engineering; Mathematical Finance; Portfolio Theory; |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b97511 |
| isbn_ebook | 978-1-85233-846-6Series ISSN 1615-2085 Series E-ISSN 2197-4144 |
| issn_series | 1615-2085 |
| copyright | Springer-Verlag London 2003 |
|Archiver|手機版|小黑屋|
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