Mathematics for Finance An Introduction to Financial Engineering /

• Main Authors: Capiński, Marek (Author), Zastawniak, Tomasz (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London, 2003.
• Series: Springer Undergraduate Mathematics Series,
• Subjects: Finance.; Economics, Mathematical.; Public finance.; Economics.; Public Economics.; Quantitative Finance.; Finance, general.

Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes’ ar...

Table of Contents:

• Introduction: A Simple Market Model
• Risk-Free Assets
• Risky Assets
• Discrete Time Market Models
• Portfolio Management
• Forward and Futures Contracts
• Options: General Properties
• Option Pricing
• Financial Engineering
• Variable Interest Rates
• Stochastic Interest Rates.