Mathematics for Finance

Mathematics for Finance

Written by: Marek Capinski

FREE
  • Publisher: Springer
  • Publish Date: 2006-04-18
  • ISBN-10: 9781852338466
  • ebook-mathematics-for-finance.pdf
READ ONLINE DOWNLOAD

In order to read or download eBook, you need to create FREE account.
eBook available in PDF, ePub, MOBI and Kindle versions

Recent Activity

Book Summary

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.

Members Online