Libros de la coleccion Mastering Mathematical Finance. Cambridge University Press

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Stochastic interest rates

McInerney, Daragh
Zastawniak, Tomasz
Cambridge University Press. Cambridge, 2015

This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic ...

46,10 €

Sin Stock. Disponible en 5/6 semanas.

46,10 €

Sin Stock. Disponible en 5/6 semanas.

Stochastic interest rates

McInerney, Daragh;
Zastawniak, Tomasz
Cambridge University Press. Cambridge, 2015

This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic ...

Portfolio theory and risk management

Capinski, Maciej J.
Kopp, Ekkehard
Cambridge University Press. Cambridge, 2014

With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming ...

41,25 €

Sin Stock. Disponible en 5/6 semanas.

41,25 €

Sin Stock. Disponible en 5/6 semanas.

Portfolio theory and risk management

Capinski, Maciej J.;
Kopp, Ekkehard
Cambridge University Press. Cambridge, 2014

With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming ...

Stochastic calculus for finance

Capinski, Marek
Kopp, Ekkehard
Traple, Janusz
Cambridge University Press. Cambridge, 2012

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 ...

40,00 €

Sin Stock. Disponible en 5/6 semanas.

40,00 €

Sin Stock. Disponible en 5/6 semanas.

Stochastic calculus for finance

Capinski, Marek;
Kopp, Ekkehard;
Traple, Janusz
Cambridge University Press. Cambridge, 2012

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 ...

Discrete models of financial markets

Capinski, Marek
Kopp, Ekkehard
Cambridge University Press. Cambridge, 2012

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 ...

40,74 €

Sin Stock. Disponible en 5/6 semanas.

40,74 €

Sin Stock. Disponible en 5/6 semanas.

Discrete models of financial markets

Capinski, Marek;
Kopp, Ekkehard
Cambridge University Press. Cambridge, 2012

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 ...