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Interviews | January 24, 2012

Jill Owens: IMG Ben Marcus: The Powells.com Interview

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Ben MarcusBen Marcus's books The Age of Wire and String and Notable American Women were considered "experimental" fiction because of his unconventional use of... Continue »
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Other titles in the Springer Undergraduate Mathematics series:

Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series)

by Marek Capinski

Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) Cover

 

Synopses & Reviews

Publisher Comments:

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' arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest rates and their term structure. Assuming only a basic knowledge of probability and calculus, it covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, so it is ideal for self-study and suitable not only for students of mathematics, but also students of business management, finance and economics, and anyone with an interest in finance who needs to understand the underlying theory.

Synopsis:

Assuming only a basic knowledge of probability and calculus, this book combines financial motivation with mathematical style. It covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, which provides ample material for tutorials, and makes the book ideal for self-study.

Synopsis:

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.

Synopsis:

Includes bibliographical references (p. 303-304) and index.
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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.- Solutions.- Bibliography.- Glossary of Symbols.- Index.

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Product Details

ISBN:
9781852333300
Author:
Capinski, Marek
Publisher:
Springer
Author:
Zastawniak, Tomasz
Location:
London
Subject:
Mathematics
Subject:
Investments
Subject:
Finance
Subject:
Applied
Subject:
Business mathematics
Subject:
Risk management
Subject:
Derivative securities
Subject:
Financial engineering
Subject:
Investments & Securities - General
Subject:
Mathematical finance
Subject:
Portfolio Theory
Subject:
Business - General
Copyright:
2005
Edition Number:
1
Edition Description:
Parental Adviso
Series:
Springer Undergraduate Mathematics Series
Series Volume:
107-338
Publication Date:
March 2007
Binding:
TRADE PAPER
Language:
English
Illustrations:
Y
Pages:
310
Dimensions:
9.22x7.34x.81 in. 1.39 lbs.
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Related Aisles

Mathematics for Finance: An Introduction to Financial Engineering (Springer Undergraduate Mathematics Series) New Trade Paper
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Product details 310 pages Springer - English 9781852333300 Reviews:
"Synopsis" by , Assuming only a basic knowledge of probability and calculus, this book combines financial motivation with mathematical style. It covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, which provides ample material for tutorials, and makes the book ideal for self-study.
"Synopsis" by , 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.
"Synopsis" by , Includes bibliographical references (p. 303-304) and index.
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