000			01681nam a22002297a 4500
999			_c1724 _d1724
005			20220211121517.0
008			220211b ||||| |||| 00| 0 eng d
020			_a9780857290816
082			_a332.60151 _bCAP
100			_aCapinski, Marek _94644
245			_aMathematics for finance: an introduction to financial engineering
250			_a2nd
260			_bSpringer _aLondon _c2011
300			_axiii, 336 p.
365			_aGBP _b29.99
520			_aAbout this book As with the first edition, 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 the Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting. In this second edition, the material has been thoroughly revised and rearranged. New features include: • A case study to begin each chapter – a real-life situation motivating the development of theoretical tools; • A detailed discussion of the case study at the end of each chapter; • A new chapter on time-continuous models with intuitive outlines of the mathematical arguments and constructions; • Complete proofs of the two fundamental theorems of mathematical finance in discrete setting.
650			_aBusiness mathematics _9179
650			_aFinance--Mathematical models _9180
650			_aInvestments--Mathematics _92986
700			_aZastawniak, Tomasz _95278
942			_2ddc _cBK