Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)
Description
This accessible introduction develops the mathematical foundations of modern financial engineering through models of bond and stock prices. It presents the core ideas behind derivative pricing and Black–Scholes theory, portfolio optimization and the Capital Asset Pricing Model, and interest rates and their term structures. Written with mathematical rigor but requiring only a basic background in probability and calculus, the book uses worked examples and exercises to clarify both theory and application. It is well suited to undergraduates and self-learners in mathematics, finance, economics, and business seeking a clear understanding of the principles governing financial markets.
Available Editions
paperback
Springer
Published Jul 6, 2003
310 pages
ISBN: 9781852333300
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Details
First Published
2003
Language
eng
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