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9781852333300

Mathematics for Finance An Introduction to Financial Engineering

Mathematics for Finance An Introduction to Financial Engineering
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  • ISBN-13: 9781852333300
  • ISBN: 1852333308
  • Publication Date: 2003
  • Publisher: Springer Verlag

AUTHOR

Capinski, Marek, Zastawniak, Tomasz

SUMMARY

Written for second or third year undergraduates, this volume presents two mathematical models that lead in different directions. These are the Black-Scholes arbitrage pricing of options and other derivatives and Markowitz portfolio optimization and secondly the Capital Asset Pricing Model.Capinski, Marek is the author of 'Mathematics for Finance An Introduction to Financial Engineering', published 2003 under ISBN 9781852333300 and ISBN 1852333308.

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