Annual Member
| Author | Capinski, Marek, 1951- |
|---|---|
| Title | Mathematics for finance : an introduction to financial engineering / Marek Capinski and Tomasz Zastawniak |
| Imprint | London ; New York : Springer, c2003 |
| Descript | x, 310 p. : ill. ; 24 cm |
1. Introduction: a simple market model -- 2. Risk-free assets -- 3. Risky assets -- 4. Discrete time market models -- 5. Portfolio management -- 6. Forward and futures contracts -- 7. Options: general properties -- 8. Option pricing -- 9. Financial engineering -- 10. Variable interest rates -- 11. Stochastic interest rates
| LOCATION | CALL# | STATUS |
|---|---|---|
| Science Library | HG106 M426c 2003 | CHECK SHELVES |
| Chula Business School Library | 332.601 C243M 2003 | CHECK SHELVES |
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