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This textbook is the response to our students’ needs as communicated in our performance feedback (Thanks to you all!). Initially, it was dedicated to our international students on short-term student-exchange projects. At a later stage, we learned that a textbook on an introduction to finance, written in simple English, clearly presenting the most important topics but providing examples and space for more advanced knowledge development may be a desired textbook to be used as a reference for various finance courses or as a self-study handbook for users of financial analytics.
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Finance
A Quantitative Introduction
Volume I
Piotr Staszkiewicz
Lucia Staszkiewicz
AMSTERDAM • BOSTON • HEIDELBERG • LONDON
NEW YORK • OXFORD • PARIS • SAN DIEGO
SAN FRANCISCO • SINGAPORE • SYDNEY • TOKYO
Academic Press is an imprint of Elsevier
CHAPTER
Academic Press is an imprint of Elsevier
32 Jamestown Road, London NW1 7BY, UK
525 B Street, Suite 1800, San Diego, CA 92101-4495, USA
225 Wyman Street, Waltham, MA 02451, USA
The Boulevard, Langford Lane, Kidlington, Oxford OX5 1GB, UK
Copyright © 2015 Elsevier Inc. All rights reserved.
Piotr Staszkiewicz and Lucia Staszkiewicz retain the rights in Polish language and Slovak language.
No part of this publication may be reproduced or transmitted in any form or by any means, elec-
tronic or mechanical, including photocopying, recording, or any information storage and retrieval
system, without permission in writing from the publisher. Details on how to seek permission, fur-
ther information about the Publisher’s permissions policies and our arrangements with organiza-
tions such as the Copyright Clearance Center and the Copyright Licensing Agency, can be found at
our website: www.elsevier.com/permissions.
This book and the individual contributions contained in it are protected under copyright by the
Publisher (other than as may be noted herein).
Notices
Knowledge and best practice in this eld are constantly changing. As new research and experience
broaden our understanding, changes in research methods, professional practices, or medical treat-
ment may become necessary.
Practitioners and researchers must always rely on their own experience and knowledge in evaluating
and using any information, methods, compounds, or experiments described herein. In using such
information or methods they should be mindful of their own safety and the safety of others, includ-
ing parties for whom they have a professional responsibility.
To the fullest extent of the law, neither the Publisher nor the authors, contributors, or editors,
assume any liability for any injury and/or damage to persons or property as a matter of products
liability, negligence or otherwise, or from any use or operation of any methods, products, instruc-
tions, or ideas contained in the material herein.
Library of Congress Cataloging-in-Publication Data
A catalog record for this book is available from the Library of Congress
British Library Cataloguing-in-Publication Data
A catalogue record for this book is available from the British Library
For information on all Academic Press publications
visit our website at http://store.elsevier.com/
ISBN: 978-0-12-801760-9
DEDICATION
To Richard and Igor
ACKNOWLEDGMENTS
We would like to express our gratitude to Prof. E. Mączyn
ska for her on-
going support. We are indebted to the seminar participants at Institute
of Corporate Finance and Investment at Warsaw School of Economics
for their indications on the textbook proposal. Our students are an in-
nite source of motivation, and we thank you all for all your comments,
remarks, and questions.
We are grateful for support at the initial stage of the project from
Prof. K. Kuziak, Dr. hab. A. Adamska, and M. Bencik CSc. To Prof. M.
Gruszczyn
ski, we extend our thanks for the immediate solution on
formal matters.
We are indebted to the scientic promoters of Piotr’s research: Prof.
M. Piotrowska for showing the life-time path and Prof. W. Ostasiewicz
for crucial questions on stochastic function.
The book substantially reects the reviews and situations we work
though with our co-workers in business and government. We would like
to express our thanks to Dr. K. Barborka, Dr. P. Feith, and M. Glapa as
well as members of industry, CRD, and talent teams for all the business,
coaching, and education experience.
We owe our gratitude to the editors: Christine Minihane, J. Scott
Bentley, PhD and the Elsevier team: Mckenna Bailey, M. Murray,
Anusha Sambamoorthy for their experience and professional support.
We would like to thank our anonymous reviewers for valuable comments
on the book prospectus. Irrespective of all the support and comments we
have received, all potential errors in the text remain our responsibility.
Lucia & Piotr Staszkiewicz
This textbook is the response to our students’ needs as communicated in
our performance feedback (Thanks to you all!). Initially, it was dedicated
to our international students on short-term student-exchange projects. At
a later stage, we learned that a textbook on an introduction to nance,
written in simple English, clearly presenting the most important topics but
providing examples and space for more advanced knowledge development
may be a desired textbook to be used as a reference for various nance
courses or as a self-study handbook for users of nancial analytics.
We planned this textbook to be:
“Practically referenced soft KISS”
• Practical–focusedonwell-establishedhigh-levelnancial
knowledge closely related to the practice.
• Referenced–thecontentofthetextbookbuildsupthe“backbone”
for knowledge about nance or “set of bricks” that may be modied
by the users for their particular needs.
• Soft–apartofthetextbookisprogrammingready,helpingusersto
learn and remember the solid practical and theoretical fundaments
on nance.
• KISS–“keepitshortandsimple”;thebookhasbeenwrittentobe
concise to impart the knowledge in an understandable, short form.
To meet this requirement, we imposed a page limit for each chapter.
We have introduced paragraph numbering for ease of navigation. We
have left space between paragraphs to enable both students and lecturers
to add their own contributions. The book is aimed at a broad audience
with differing levels of knowledge of nance and different international
experience. For those students with advanced pre-knowledge about nance,
the textbook should provide a reference and quick overview function. For
those who are starting to build their knowledge, the more advanced parts
of the book may be skipped over.
Each chapter of this textbook follows the same pattern. The chapter title
is followed by a mind map, which shows a synthetic picture of the chapter
content and its relation in one glance. Each chapter starts with keywords
relevant to the topic discussed. The interline subtitles provide navigation
INTRODUCTION
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