Sökt på: Böcker av Marek Capiński
totalt 21 träffar
Mathematics for Finance
Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, …
Measure, Integral and Probability
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 …
Probability Through Problems
This book of problems is designed to challenge students learning probability. Each chapter is divided into three parts: Problems, Hints, and Solutions. All Problems sections …
Stochastic Calculus for Finance
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 …
Measure, Integral and Probability
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 …
Credit Risk
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 …
Stochastic Calculus for Finance
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 …
Mathematics for Finance
Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of …
Stochastic Calculus for Finance
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 …
Black-Scholes Model
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 …
Nonstandard Methods For Stochastic Fluid Mechanics
This book is an exposition of a new approach to the Navier-Stokes equations, using powerful techniques provided by nonstandard analysis, as developed by the authors. The topics …
Discrete Models of Financial Markets
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary …