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Home > Financial Information Sources > Mathematical Finance > Mathematics for Finance: An Introduction to Financial Engineering

Financial Information Sources

Mathematics for Finance: An Introduction to Financial Engineering

Marek Capinski, Tomasz Zastawniak
Springer Undergraduate Mathematics Series
London: Springer, 2003
310pp, ISBN: 978-1-85233-330-0
www.springer.com

This is an introduction to the mathematics of derivatives, interest rates, and portfolio management. It builds on mathematical models of bonds, focusing on Black–Scholes’ arbitrage pricing of options, Markowitz portfolio optimization theory and the Capital Asset Pricing Model, and interest rates and their term structure. It is designed as a textbook, containing useful worked examples and exercises.

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