Author : Marek Capinski
Release : 2006-04-18
Genre : Business & Economics
Kind : eBook
Book Rating : 466/5 ( reviews)
Book Synopsis Mathematics for Finance by : Marek Capinski
Download or read book Mathematics for Finance written by Marek Capinski. This book was released on 2006-04-18. Available in PDF, EPUB and Kindle. Book excerpt: 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.