Stochastic Calculus for Finance - Rilegato

Capiński, Marek; Kopp, Ekkehard; Traple, Janusz

Rilegato

ISBN 10: 1107002648 ISBN 13: 9781107002647

Casa editrice: Cambridge University Press, 2012

Riassunto

This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.

Su questo libro

Informazioni sugli autori

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.

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2012
• Lingua: Inglese
• ISBN 10: 1107002648
• ISBN 13: 9781107002647
• Rilegatura: Copertina rigida
• Numero di pagine: 186
• Contatto del produttore: non disponibile
• Persona responsabile: gpsr@libri.de; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Germania