Stochastic Calculus for Finance (Mastering Mathematical Finance)

Valutazione media 0
( su 0 valutazioni fornite da Goodreads )
 
9780521175739: Stochastic Calculus for Finance (Mastering Mathematical Finance)

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 developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Itô calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Book Description:

This brief but full introduction to basic stochastic processes contains key results that have become essential for finance practitioners and provides a solid grounding for understanding the Black-Scholes option pricing model. Students, practitioners and researchers will benefit from the authors' rigorous, but unfussy, approach to technical issues.

About the Author:

Marek Capiński has published over fifty research papers and nine books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over thirty-five 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 Krakow, where he established a Master's programme in mathematical finance.

Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, 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 Cambridge University Press AIMS Library series. He has authored more than fifty research publications and five books.

Janusz Traple is Professor of Mathematics in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His former positions and visiting fellowships include the Jagiellonian University in Krakow, Scuola Normale in Pisa, University of Siena and University of Florence. He has taught courses in differential equations, measure and probability and the theory of Markov processes, and he is the author of more than twenty research publications.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

I migliori risultati di ricerca su AbeBooks

1.

Marek Capinski, Ekkehard Kopp, Janusz Traple
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2012)
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Paperback Quantità: 10
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2012. Paperback. Condizione libro: New. Language: English . Brand New Book. 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 Ito integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ito formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Ito calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online. Codice libro della libreria AAA9780521175739

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 28,99
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

2.

Capi Ski, Marek
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Quantità: > 20
Da
Paperbackshop-US
(Wood Dale, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro 2012. PAP. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Codice libro della libreria VM-9780521175739

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 31,04
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,43
In U.S.A.
Destinazione, tempi e costi

3.

Marek Capinski, Ekkehard Kopp, Janusz Traple
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2012)
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Paperback Quantità: 10
Da
The Book Depository US
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2012. Paperback. Condizione libro: New. Language: English . Brand New Book. 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 Ito integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ito formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Ito calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online. Codice libro della libreria AAA9780521175739

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 34,57
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

4.

Capinski, Marek
Editore: Cambridge University Press (2012)
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Quantità: > 20
Da
Books2Anywhere
(Fairford, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Cambridge University Press, 2012. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FM-9780521175739

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 25,78
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 10,07
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

5.

Capi Ski, Marek
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Quantità: > 20
Da
Pbshop
(Wood Dale, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro 2012. PAP. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Codice libro della libreria IB-9780521175739

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 32,99
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,43
In U.S.A.
Destinazione, tempi e costi

6.

Capiski, Marek/ Kopp, Ekkehard
Editore: Cambridge Univ Pr (2012)
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Paperback Quantità: 1
Da
Revaluation Books
(Exeter, Regno Unito)
Valutazione libreria
[?]

Descrizione libro Cambridge Univ Pr, 2012. Paperback. Condizione libro: Brand New. 1st edition. 192 pages. 8.82x0.55x5.98 inches. In Stock. Codice libro della libreria __0521175739

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 33,77
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 6,72
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

7.

Marek Capinski, Ekkehard Kopp, Janusz Traple
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2012)
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Paperback Quantità: 10
Da
Book Depository hard to find
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2012. Paperback. Condizione libro: New. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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 Ito integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ito formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Ito calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online. Codice libro della libreria BTE9780521175739

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 41,86
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

8.

Capiński, Marek
Editore: Cambridge University Press
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Quantità: 1
Da
Ohmsoft LLC
(Lake Forest, IL, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Cambridge University Press. Condizione libro: Brand New. Ships from USA. FREE domestic shipping. Codice libro della libreria 0521175739

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 41,90
Convertire valuta

Aggiungere al carrello

Spese di spedizione: GRATIS
In U.S.A.
Destinazione, tempi e costi

9.

Capi Ski, Marek
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Paperback Quantità: > 20
Da
BargainBookStores
(Grand Rapids, MI, U.S.A.)
Valutazione libreria
[?]

Descrizione libro Paperback. Condizione libro: New. Codice libro della libreria 5586764

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 39,07
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 3,43
In U.S.A.
Destinazione, tempi e costi

10.

MAREK CAPIÅ„SKI , EKKEHARD KOPP , JANUSZ TRAPLE
ISBN 10: 0521175739 ISBN 13: 9780521175739
Nuovi Paperback Quantità: 10
Da
Herb Tandree Philosophy Books
(Stroud, GLOS, Regno Unito)
Valutazione libreria
[?]

Descrizione libro 2012. Paperback. Condizione libro: NEW. 9780521175739 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0449842

Maggiori informazioni su questa libreria | Fare una domanda alla libreria

Compra nuovo
EUR 35,76
Convertire valuta

Aggiungere al carrello

Spese di spedizione: EUR 8,95
Da: Regno Unito a: U.S.A.
Destinazione, tempi e costi

Vedi altre copie di questo libro

Vedi tutti i risultati per questo libro