TY  - GEN
AU  - Capiński, Marek 
AU  -  Zastawniak, Tomasz
TI  - Mathematics for finance: an introduction to financial engineering [2nd ed.]
SN  - 9780857290816
U1  - 332.60151 
PY  - 2011///
CY  - London
PB  - Springer
KW  - Business mathematics
KW  - Finance -- Mathematical models
KW  - Investments -- Mathematics
N2  - 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
ER  -