marek capi¿ski (32 risultati)

Paperback or Softback. Condizione: New. Mathematics for Finance: An Introduction to Financial Engineering. Book.

Condizione: New. pp. 352 2nd Edition.

Condizione: New. pp. 352 Illus.

Condizione: New. pp. 178 New edition.

Condizione: New. pp. 178 3 Illus.

Condizione: New. pp. 178.

paperback. Condizione: New. In shrink wrap. Looks like an interesting title!

Condizione: New. An excellent basis for further study. Suitable even for readers with no mathematical background. Series: Mastering Mathematical Finance. Num Pages: 192 pages, 10 b/w illus. 95 exercises. BIC Classification: KCH; PBWH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 227 x 154 x 12. Weight in Grams: 318. . 2012. Illustrated. paperback. . . . . Books ship from the US and Ireland.

Condizione: New. An excellent basis for further study. Suitable even for readers with no mathematical background. Series: Mastering Mathematical Finance. Num Pages: 192 pages, 10 b/w illus. 95 exercises. BIC Classification: KCH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 234 x 153 x 17. Weight in Grams: 430. . 2012. Illustrated. hardcover. . . . .

Condizione: New. pp. 192.

Condizione: New. Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model. Series: Mastering Mathematical Finance. Num Pages: 178 pages, 3 b/w illus. 60 exercises. BIC Classification: KFF; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 235 x 161 x 17. Weight in Grams: 420. . 2012. New. hardcover. . . . . Books ship from the US and Ireland.

Taschenbuch. Condizione: Neu. Mathematics for Finance | An Introduction to Financial Engineering | Marek Capi¿ski (u. a.) | Taschenbuch | xiii | Englisch | 2010 | Springer Nature B.V. | EAN 9780857290816 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 intended for master's students, final-year undergraduates, and practitioners. The book focuses on the two mainstream modelling approaches to credit risk, namely structural models and reduced-form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems.

Condizione: New.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 intended for master's students, final-year undergraduates, and practitioners. The book focuses on the two mainstream modelling approaches to credit risk, namely structural models and reduced-form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition.

Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Condizione: New. PRINT ON DEMAND pp. 352.

Condizione: New. Print on Demand pp. 192 10 Illus.

Condizione: New. PRINT ON DEMAND pp. 192.

Paperback. Condizione: new. Paperback. 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. The authors focus on the key mathematical model used by finance practitioners, the Black-Scholes model, to explore the basic methodology of option pricing with a variety of derivative securities. Students, practitioners and researchers will benefit from the rigorous, but unfussy, approach to technical issues. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Paperback. Condizione: new. Paperback. 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 It 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 It 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 It 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 res.

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This comprehensive and accessible introduction to modelling credit risk is tailored for master s students. It focuses on the two mainstream approaches, structural models and reduced form models, and on pricing selected credit risk derivatives. Balancing rig.

Taschenbuch. Condizione: Neu. Discrete Models of Financial Markets | Marek Capi¿ski (u. a.) | Taschenbuch | Kartoniert / Broschiert | Englisch | 2012 | Cambridge University Press | EAN 9780521175722 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.

Taschenbuch. Condizione: Neu. Stochastic Calculus for Finance | Marek Capi¿ski (u. a.) | Taschenbuch | Kartoniert / Broschiert | Englisch | 2012 | Cambridge University Press | EAN 9780521175739 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.

Taschenbuch. Condizione: Neu. The Black-Scholes Model | Marek Capi¿ski (u. a.) | Taschenbuch | Kartoniert / Broschiert | Englisch | 2012 | Cambridge University Press | EAN 9780521173001 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.