vi Mathematics for Finance
systems of linear equations, add, multiply, transpose and invert matrices, and
compute determinants. In particular, as a reference in probability theory we
recommend our book: M. Capi ́nski and T. Zastawniak,Probability Through
Problems, Springer-Verlag, New York, 2001.
In many numerical examples and exercises it may be helpful to use a com-
puter with a spreadsheet application, though this is not absolutely essential.
Microsoft Excel files with solutions to selected examples and exercises are avail-
able on our web page at the addresses below.
We are indebted to Nigel Cutland for prompting us to steer clear of an
inaccuracy frequently encountered in other texts, of which more will be said in
Remark 4.1. It is also a great pleasure to thank our students and colleagues for
their feedback on preliminary versions of various chapters.
Readers of this book are cordially invited to visit the web page below to
check for the latest downloads and corrections, or to contact the authors. Your
comments will be greatly appreciated.
Marek Capi ́nski and Tomasz Zastawniak
January 2003