Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.
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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.
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Destinazione, tempi e costiDa: Bill & Ben Books, Faringdon, Regno Unito
Paperback. Condizione: Very Good. 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, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study. Codice articolo 0103777
Quantità: 1 disponibili
Da: Basi6 International, Irving, TX, U.S.A.
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-388568
Quantità: 1 disponibili
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Codice articolo ABNR-143093
Quantità: 1 disponibili
Da: Basi6 International, Irving, TX, U.S.A.
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Codice articolo ABEJUNE24-323147
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Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 178. Codice articolo 264661618
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Da: Biblios, Frankfurt am main, HESSE, Germania
Condizione: New. pp. 178. Codice articolo 184661624
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Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. pp. 178 3 Illus. Codice articolo 3186349
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Da: Academybookshop, Long Island City, NY, U.S.A.
Paperback. Condizione: New. Codice articolo 49-1-ukgv21-Black-Schole
Quantità: 7 disponibili
Da: Revaluation Books, Exeter, Regno Unito
Paperback. Condizione: Brand New. 1st edition. 184 pages. 8.90x0.60x6.00 inches. In Stock. This item is printed on demand. Codice articolo __0521173000
Quantità: 1 disponibili
Da: California Books, Miami, FL, U.S.A.
Condizione: New. Codice articolo I-9780521173001
Quantità: Più di 20 disponibili