| 书目名称 | Mathematics for Finance |
| 副标题 | An Introduction to F |
| 编辑 | Marek Capiński,Tomasz Zastawniak |
| 视频video | |
| 概述 | One of the first textbooks at this level to be aimed specifically at mathematicians.Combines financial motivation with mathematical style.Ideally suited for independent study: it is self-contained and |
| 丛书名称 | Springer Undergraduate Mathematics Series |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Textbook 20031st edition |
| 关键词 | Arbitrage; Derivative Securities; Finance; Financial Engineering; Mathematical Finance; Portfolio Theory; |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b97511 |
| isbn_ebook | 978-1-85233-846-6Series ISSN 1615-2085 Series E-ISSN 2197-4144 |
| issn_series | 1615-2085 |
| copyright | Springer-Verlag London 2003 |
发表于 2025-3-21 18:09:10
