Mastering Mathematical Finance – serie
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16 produkter
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 …
Stochastic Interest Rates
Av Daragh McInerney, Tomasz Zastawniak
Häftad, 2015
553 kr
Lägg i varukorg
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical …
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 …
Credit Risk
Av Marek Capiński, Tomasz Zastawniak
Häftad, 2016
667 kr
Lägg i varukorg
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 students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course …
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 …
Numerical Methods in Finance with C++
Av Maciej J. Capiński, Tomasz Zastawniak
Häftad, 2012
672 kr
Lägg i varukorg
Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward …
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 …
Stochastic Interest Rates
Av Daragh McInerney, Tomasz Zastawniak
Inbunden, 2015
1253 kr
Lägg i varukorg
This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical …
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 …
Credit Risk
Av Marek Capiński, Tomasz Zastawniak
Inbunden, 2016
911 kr
Lägg i varukorg
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 students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course …
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 …
Numerical Methods in Finance with C++
Av Maciej J. Capiński, Tomasz Zastawniak
Inbunden, 2012
1106 kr
Lägg i varukorg
Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward …
