Sökt på: Böcker av Marek Capiński
totalt 21 träffar
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 …
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 …
Probability Through Problems
This book of problems has been designed to accompany an undergraduate course in probability. It will also be useful for students with interest in probability who wish to study on …
Probability Through Problems
Probability theory evaluates among other things the relative frequency with which an event (like rain or an earth quake) occurs or is likely to occur. This book of problems has …
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 …
The 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 …
Measure, Integral and Probability
The central concepts in this book are Lebesgue measure and the Lebesgue integral. Their role as standard fare in UK undergraduate mathematics courses is not wholly secure; yet they …
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 …
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 …