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Capinski, Marek
Libros de: Capinski, Marek
Mostrando 6 libros encontrados. (1 páginas).
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Credit Risk "Mastering Mathematical Finance"
Capinski, Marek Zastawniak, Tomasz
Cambridge University Press (2016)
- EAN: 9780521175753
- Páginas: 195
- Fecha de edición: 2016
pvp.36,60 €
Disponible entre 11 y 20 dias
Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an advanced level, and are more suitable for PhD students and researchers. This volume of ...
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The Black-Scholes Model
Capinski, Marek Kopp, Ekkehard
Cambridge University Press (2012)
- EAN: 9780521173001
- Páginas: 178
- Fecha de edición: 2012
pvp.30,20 €
Disponible entre 11 y 20 dias
The Black-Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of ...
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Stochastic Calculus for Finance
Capinski, Marek Kopp, Ekkehard Traple, Janusz
Cambridge University Press (2012)
- EAN: 9780521175739
- Páginas: 186
- Fecha de edición: 2012
pvp.29,60 €
Disponible entre 11 y 20 dias
This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus ...
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Discrete Models of Financial Markets
Capinski, Marek Kopp, Ekkehard
Cambridge University Press (2012)
- EAN: 9780521175722
- Páginas: 192
- Fecha de edición: 2012
pvp.29,60 €
Disponible entre 11 y 20 dias
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing ...
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Measure, Integral And Probability.
Capinski, Marek Kopp, Pierre
Springer Verlag (2004)
- EAN: 9781852337810
- Páginas: 311
- Fecha de edición: 2004
pvp.41,25 €
Disponible entre 11 y 20 dias
Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable ...
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Mathematics For Finance: An Introduction To Financial Engineering
Capinski, Marek
Springer (2003)
- EAN: 9781852333300
- Páginas: 330
- Fecha de edición: 2003
pvp.39,90 €
Disponible entre 11 y 20 dias
This book contains the fundamentals in mathematical finance aimed primarily at students of mathematics. Assuming only a basic knowledge of probability and calculus, the material is presented in a mathematically rigorous and complete way. The ...
