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AuthorCapinski, Marek, 1951-
TitleMathematics 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

CONTENT

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


Finance -- Mathematical models Investments -- Mathematics Business mathematics

LOCATIONCALL#STATUS
Science LibraryHG106 M426c 2003CHECK SHELVES
Chula Business School Library332.601 C243M 2003CHECK SHELVES

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