Mathematics for Finance

An Introduction to Financial Engineering

Authors:

ISBN: 978-1-85233-330-0 (Print) 978-1-85233-846-6 (Online)

Table of contents (11 chapters)

  1. Front Matter

    Pages i-x

  2. No Access

    Chapter

    Pages 1-20

    Introduction: A Simple Market Model

  3. No Access

    Chapter

    Pages 21-45

    Risk-Free Assets

  4. No Access

    Chapter

    Pages 47-71

    Risky Assets

  5. No Access

    Chapter

    Pages 73-90

    Discrete Time Market Models

  6. No Access

    Chapter

    Pages 91-124

    Portfolio Management

  7. No Access

    Chapter

    Pages 125-145

    Forward and Futures Contracts

  8. No Access

    Chapter

    Pages 147-172

    Options: General Properties

  9. No Access

    Chapter

    Pages 173-190

    Option Pricing

  10. No Access

    Chapter

    Pages 191-214

    Financial Engineering

  11. No Access

    Chapter

    Pages 215-236

    Variable Interest Rates

  12. No Access

    Chapter

    Pages 237-261

    Stochastic Interest Rates

  13. Back Matter

    Pages 263-310