# Mathematics for Finance

Author | : Marek Capinski |

Publisher | : Springer |

Total Pages | : 317 |

Release | : 2006-04-18 |

ISBN-10 | : 9781852338466 |

ISBN-13 | : 1852338466 |

Rating | : 4/5 (66 Downloads) |

**Book Synopsis Mathematics for Finance by : Marek Capinski**

Download or read book Mathematics for Finance written by Marek Capinski and published by Springer. This book was released on 2006-04-18 with total page 317 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook contains the fundamentals for an undergraduate course in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The book covers the time value of money, including the time structure of interest rates, bonds and stock valuation; derivative securities (futures, options), modelling in discrete time, pricing and hedging, and many other core topics. With numerous examples, problems and exercises, this book is ideally suited for independent study.