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Mathematics for finance : an introduction to financial engineering / Marek Capiński, Tomasz Zastawniak.

By: Contributor(s): Material type: TextTextSeries: Publication details: London ; New York : Springer, 2011Edition: 2nd edDescription: xiii, 336 p. : ill. ; 24 cmISBN:
  • 9780857290816 (alk. paper)
  • 0857290819 (alk. paper)
Subject(s): DDC classification:
  • 332.60151 23 C1721
Contents:
A Simple Market Model.- Risk-Free Assets.- Portfolio Management.- Forward and Futures Contracts.- Options: General Properties.- Binomial Model.- General Discrete Time Models.- Continuous Time Model.- Interest Rates.
List(s) this item appears in: Economics & business administration
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Item type Current library Call number Status Date due Barcode
Books Books UE-Central Library 332.60151 C1721 (Browse shelf(Opens below)) Available T12568

A Simple Market Model.- Risk-Free Assets.- Portfolio Management.- Forward and Futures Contracts.- Options: General Properties.- Binomial Model.- General Discrete Time Models.- Continuous Time Model.- Interest Rates.

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