Kopp, Ekkehard

Libros de: Kopp, Ekkehard

Mostrando 5 libros encontrados. (1 páginas).


  • Portfolio Theory and Risk Management

    Capinski, Maciej J. Kopp, Ekkehard

    Cambridge University Press (2014)

    valoración

    • EAN: 9780521177146
    • Páginas: 169
    • Fecha de edición: 2014

    pvp.37,89 €

    Disponible entre 11 y 20 dias

    With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces ...

  • Probability for Finance

    Kopp, Ekkehard Malczak, Jan Zastawniak, Tomasz

    Cambridge University Press (2013)

    valoración

    • EAN: 9780521175579
    • Páginas: 208
    • Fecha de edición: 2013

    pvp.30,35 €

    Disponible entre 11 y 20 dias

    Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only ...

  • The Black-Scholes Model

    Capinski, Marek Kopp, Ekkehard

    Cambridge University Press (2012)

    valoración

    • 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 ...

  • Stochastic Calculus for Finance

    Capinski, Marek Kopp, Ekkehard Traple, Janusz

    Cambridge University Press (2012)

    valoración

    • 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 ...

  • Discrete Models of Financial Markets

    Capinski, Marek Kopp, Ekkehard

    Cambridge University Press (2012)

    valoración

    • 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 ...