Mathematics for finance : an introduction to financial engineering /
Marek Capiński, Tomasz Zastawniak.
- 2nd ed.
- London ; New York : Springer, 2011
- xiii, 336 p. : ill. ; 24 cm.
- Springer undergraduate mathematics series, .
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.