Ekkehard Kopp – författare
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19 produkter
Analysis
E-bok, 1996
522 kr
Lägg i varukorg
Building on the basic concepts through a careful discussion of covalence, (while adhering resolutely to sequences where possible), the main part of the book concerns the central topics of continuity, differentiation and integration of real functions. Throughout, the historical context in which the …
Analysis
Häftad, 1996
431 kr
Lägg i varukorg
Building on the basic concepts through a careful discussion of covalence, (while adhering resolutely to sequences where possible), the main part of the book concerns the central topics of continuity, differentiation and integration of real functions. Throughout, the historical context in which the …
The Black-Scholes Model
Av Marek Capiński, Ekkehard Kopp
Häftad, 2012
687 kr
Lägg i varukorg
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 option pricing. The discussion of extended markets, …
Probability for Finance
Av Ekkehard Kopp, Jan Malczak m. fl.
Häftad, 2013
667 kr
Lägg i varukorg
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 some calculus and linear algebra, the text …
Discrete Models of Financial Markets
Av Marek Capiński, Ekkehard Kopp
Häftad, 2012
667 kr
Lägg i varukorg
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 and replicating …
Stochastic Calculus for Finance
Av Marek Capiński, Ekkehard Kopp m. fl.
Häftad, 2012
667 kr
Lägg i varukorg
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 on results needed for the Black-Scholes option pricing model. After …
Portfolio Theory and Risk Management
Av Maciej J. Capiński, Ekkehard Kopp
Häftad, 2014
667 kr
Lägg i varukorg
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 popular modern risk measures. Proofs are given …
The Black-Scholes Model
Av Marek Capiński, Ekkehard Kopp
Inbunden, 2012
944 kr
Lägg i varukorg
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 option pricing. The discussion of extended markets, …
Probability for Finance
Av Ekkehard Kopp, Jan Malczak m. fl.
Inbunden, 2013
1004 kr
Lägg i varukorg
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 some calculus and linear algebra, the text …
Discrete Models of Financial Markets
Av Marek Capiński, Ekkehard Kopp
Inbunden, 2012
830 kr
Lägg i varukorg
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 and replicating …
Stochastic Calculus for Finance
Av Marek Capiński, Ekkehard Kopp m. fl.
Inbunden, 2012
1051 kr
Lägg i varukorg
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 on results needed for the Black-Scholes option pricing model. After …
Portfolio Theory and Risk Management
Av Maciej J. Capiński, Ekkehard Kopp
Inbunden, 2014
1335 kr
Lägg i varukorg
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 popular modern risk measures. Proofs are given …
From Measures to Itô Integrals
Häftad, 2011
429 kr
Lägg i varukorg
From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô integrals and a brief look at martingale calculus. Modern probability theory and the applications of stochastic processes rely heavily on an understanding of basic measure theory. …
Probability for Finance
Av Tomasz Zastawniak, Jan Malczak m. fl.
E-bok, 2013
650 kr
Lägg i varukorg
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 some calculus and linear algebra, the text …
Probability for Finance
Av Tomasz Zastawniak, Jan Malczak m. fl.
E-bok, 2013
672 kr
Lägg i varukorg
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 some calculus and linear algebra, the text …
Portfolio Theory and Risk Management
Av Ekkehard Kopp, Maciej J. Capinski
E-bok, 2014
652 kr
Lägg i varukorg
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 popular modern risk measures. Proofs are given …
Portfolio Theory and Risk Management
Av Ekkehard Kopp, Maciej J. Capinski
E-bok, 2014
672 kr
Lägg i varukorg
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 popular modern risk measures. Proofs are given …
