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Marek Capiński, Tomasz Zastawniak

Mathematics for Finance

An Introduction to Financial Engineering

Series: Springer Undergraduate Mathematics Series

• A case study to begin each chapter – a real-life situation motivating the

2nd ed. 2011, XIII, 336 p. 66 illus.
development of theoretical tools
• A detailed discussion of the case study at the end of each chapter
• A new chapter on time-continuous models with intuitive outlines of the
mathematical arguments and constructions
• Complete proofs of the two fundamental theorems of mathematical finance
in discrete setting
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.

Printed book
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