Mathematics for Finance: An Introduction to Financial Engineering
暫譯: 金融數學：金融工程入門

Marek Capinski, Tomasz Zastawniak

Mathematics for Finance: An Introduction to Financial Engineering
  • 出版商: Demos Medical Publis
  • 出版日期: 2003-07-06
  • 售價: $1,200
  • 貴賓價: 9.8 折 $1,176
  • 語言: 英文
  • 頁數: 310
  • 裝訂: Paperback
  • ISBN: 1852333308
  • ISBN-13: 9781852333300

    • 已過版

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商品描述

Description:

Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes’ arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest rates and their term structure. Assuming only a basic knowledge of probability and calculus, it covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, so it is ideal for self-study and suitable not only for students of mathematics, but also students of business management, finance and economics, and anyone with an interest in finance who needs to understand the underlying theory.

Table of Contents:

Introduction: A Simple Market Model.- Risk-Free Assets.- Risky Assets.- Discrete Time Market Models.- Portfolio Management.- Forward and Futures Contracts.- Options: General Properties.- Option Pricing.- Financial Engineering.- Variable Interest Rates.- Stochastic Interest Rates.- Solutions.- Bibliography.- Glossary of Symbols.- Index.

商品描述(中文翻譯)

描述：
本書旨在為數學金融的本科課程奠定基礎，基於債券和股票價格的數學模型，涵蓋了數學金融的三個主要領域，這些領域對現代金融市場的運作方式有著巨大的影響，分別是：Black-Scholes 的期權及其他衍生證券的套利定價；Markowitz 投資組合優化理論及資本資產定價模型；以及利率及其期限結構。本書假設讀者僅具備基本的概率和微積分知識，以數學上嚴謹且完整的方式涵蓋材料，適合二年級或三年級的本科生。文本中穿插了大量的實例和練習題，因此非常適合自學，不僅適合數學專業的學生，也適合商業管理、金融和經濟學的學生，以及任何對金融感興趣並需要理解其基本理論的人。

目錄：
引言：簡單市場模型。- 無風險資產。- 有風險資產。- 離散時間市場模型。- 投資組合管理。- 期貨和遠期合約。- 期權：一般特性。- 期權定價。- 金融工程。- 可變利率。- 隨機利率。- 解答。- 參考文獻。- 符號詞彙表。- 索引。

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