by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
An excellent basis for further study. Suitable even for readers with no mathematical background.
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
An excellent basis for further study. Suitable even for readers with no mathematical background.
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
"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 r…
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
Annotation
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
"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 r…
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
An excellent basis for further study. Suitable even for readers with no mathematical background.
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
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 o…
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
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 o…
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
by Kopp, P. E., Capiński, Marek
fromMastering mathematical finance
Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.
by Kopp, P. E., Capiński, Marek, Traple, Janusz
fromMastering mathematical finance
Introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.