株式会社極東書店トップ ＞ 商品一覧 ＞ Mathematics for Finance : An Introduction to Financial Engineering. 2nd ed.
商品詳細
Mathematics for Finance : An Introduction to Financial Engineering. 2nd ed. ファイナンスのための数学－金融工学入門－第2版
・ISBN 978-0-85729-081-6 soft
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| 著者・編者 | Capinski, Marek / Zastawniak, T., |
|---|---|
| シリーズ | Springer Undergraduate Mathematics Series |
| 出版社 | (Springer, UK) |
| 出版年月 | 2011 |
| ページ数 | xiii, 334 pp. |
| 言語 | ENG |
| ニュース番号 | ＜579-270 M25-23995＞ |
解説
Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.