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.
- ISBN13 9780857290816
- Publish Date 25 November 2010 (first published 1 January 2003)
- Publish Status Active
- Publish Country GB
- Imprint Springer London Ltd
- Edition 2nd ed. 2011
- Format Paperback
- Pages 336
- Language English