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Mathematics for finance : an introduction to financial engineering [2nd ed.]

By: Contributor(s): Language: English Series: Springer undergraduate mathematics seriesPublication details: Springer 2011 LondonEdition: 2nd edDescription: xiii, 336pISBN:
  • 9780857290816
Subject(s): DDC classification:
  • 332.60151 C172m2
Summary: 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 Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.
List(s) this item appears in: New arrival April 17 to 23, 2023
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Holdings
Item type Current library Collection Call number Copy number Status Date due Barcode Item holds
Text Books Text Books PK Kelkar Library, IIT Kanpur TEXT 332.60151 C172m2 cop.1 (Browse shelf(Opens below)) Copy1 Available A186095
Text Books Text Books PK Kelkar Library, IIT Kanpur TEXT 332.60151 C172m2 cop.2 (Browse shelf(Opens below)) Copy2 Available A186096
Total holds: 0

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 Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.

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