Marek Rutkowski – författare
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12 produkter
Inspired by Finance
The Musiela Festschrift
Av Yuri Kabanov, Marek Rutkowski m. fl.
Inbunden, 2013
1098 kr
Lägg i varukorg
The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical …
Inspired by Finance
The Musiela Festschrift
Av Thaleia Zariphopoulou, Marek Rutkowski m. fl.
E-bok, 2013
1459 kr
Lägg i varukorg
The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical …
Martingale Methods in Financial Modelling
Av Marek Musiela, Marek Rutkowski
Inbunden, 2004
1349 kr
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In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.In …
Paris-Princeton Lectures on Mathematical Finance 2003
Av Tomasz R. Bielecki, Tomas Björk m. fl.
Häftad, 2004
498 kr
Lägg i varukorg
The Paris-Princeton Lectures in Financial Mathematics, of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Martingale Methods in Financial Modelling
Av Marek Rutkowski, Marek Musiela
E-bok, 2006
1746 kr
Lägg i varukorg
In the 2 nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility. In …
Paris-Princeton Lectures on Mathematical Finance 2003
Av Wei Xiong, Jose A. Scheinkman m. fl.
E-bok, 2004
652 kr
Lägg i varukorg
The Paris-Princeton Lectures in Financial Mathematics , of which this is the second volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can …
Credit Risk: Modeling, Valuation and Hedging
Av Tomasz R. Bielecki, Marek Rutkowski
Inbunden, 2001
1316 kr
Lägg i varukorg
Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that …
Martingale Methods in Financial Modelling
Av Marek Musiela, Marek Rutkowski
Häftad, 2010
1316 kr
Lägg i varukorg
In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.In …
Credit Risk: Modeling, Valuation and Hedging
Av Tomasz R. Bielecki, Marek Rutkowski
Häftad, 2010
1316 kr
Lägg i varukorg
Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that …
Credit Risk: Modeling, Valuation and Hedging
Av Marek Rutkowski, Tomasz R. Bielecki
E-bok, 2013
1785 kr
Lägg i varukorg
Mathematical finance and financial engineering have been rapidly expanding fields of science over the past three decades. The main reason behind this phenomenon has been the success of sophisticated quantitative methodolo gies in helping professionals manage financial risks. It is expected that …
Credit Risk: Modeling, Valuation and Hedging
Av Tomasz R. Bielecki, Marek Rutkowski
2014
667 kr
Lägg i varukorg
Inspired by Finance
The Musiela Festschrift
Av Yuri Kabanov, Marek Rutkowski m. fl.
Häftad, 2016
1481 kr
Tillfälligt slut
The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other topics in modern mathematical …
