by Capiński, Marek, Kopp, Peter E.
fromMastering mathematical finance
by Capiński, Marek, Kopp, Peter E.
fromMastering mathematical finance
An excellent basis for further study. Suitable even for readers with no mathematical background.
by Capiński, Marek, Kopp, Peter E.
fromMastering mathematical finance
by Capiński, Marek, Kopp, Peter E.
fromMastering mathematical finance
by Capiński, Marek, Kopp, Peter E.
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 Capiński, Marek, Kopp, Peter E., Traple, Janusz
fromMastering mathematical finance
Discrete-time processes -- Wiener process -- Stochastic integrals -- Itô formula -- Stochastic differential equations.
by Capiński, Marek, Kopp, Peter E., Traple, Janusz
fromMastering mathematical finance
by Capiński, Maciej, Kopp, Peter E.
fromMastering mathematical finance