The Black-Scholes Model - Brossura

Capinski, Marek

Brossura

ISBN 10: 0521173000 ISBN 13: 9780521173001

Casa editrice: Cambridge University Press, 2012

Riassunto

Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.

Su questo libro

Informazioni sugli autori

Marek Capiński has published over 50 research papers and eleven books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over 35 years he has been teaching these topics, mainly in Poland and in the UK, where he has held visiting fellowships. He is currently Professor of Applied Mathematics at AGH University of Science and Technology in Kraków, Poland, where he established a Master's programme in mathematical finance.

Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, UK, where he taught courses at all levels in analysis, measure and probability, stochastic processes and mathematical finance between 1970 and 2007. His editorial experience includes service as founding member of the Springer Finance series (1998–2008) and the CUP AIMS Library Series. He has taught in the UK, Canada and South Africa and he has authored more than 50 research publications and five books.

Dettagli dell?edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2012
• ISBN 10: 0521173000
• ISBN 13: 9780521173001
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 178
• Contatto del produttore: non disponibile