Книга Mathematics for Finance: An Introduction to Financial Engineering

Формат
Язык книги
Издательство
Год издания
Описание книги

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.

Характеристики
Издательство
Количество страниц
336
Отзывы
Возникли вопросы? 0-800-335-425
Cвязаться