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关键词：
Mathematics for Finance
- An Introduction to Financial Engineering
书目信息
ISBN：
9781852333300（13位）
中图分类号：
F
杜威分类号：
中文译名：
金融数学：金融工程概述
作者：
Capinski
编者：
语种：
English
出版信息
出版社：
Springer
出版地：
出版年：
2005
版本：
1st ed. 2003. 3rd printing
版本类型：
原版
丛书题名：
Springer Undergraduate Mathematics Series
卷期：
文献信息
关键词：
Mathematics
前言：
摘要：
内容简介：
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 theo ry.
目次：
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.
附录：
全文链接：
读者对象：
undergrad.
实体信息
页码：
装帧：
soft
尺寸：
其它形态细节：
其它信息
原价：
EUR
29.9500
原版ISBN：
其它ISBN：
图书特色：
书评：
扩展信息
Isbn：
1852333308
issue：
2006JC01
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