Mathematics for Finance

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  • Mathematics for Finance Book Detail

  • Author : Marek Capinski
  • Release Date : 2006-04-18
  • Publisher : Springer
  • Genre : Business & Economics
  • Pages : 317
  • ISBN 13 : 1852338466
  • File Size : 7,7 MB

Mathematics for Finance by Marek Capinski PDF Summary

Book Description: 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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