Cane Creek

Marek Capiński Ekkehard Kopp Janu Stochastic Calculus fo (Paperback) (UK IMPORT)

Description: Further DetailsTitle: Stochastic Calculus for FinanceCondition: NewFormat: PaperbackEAN: 9780521175739ISBN: 9780521175739Type: Investments & SecuritiesPublisher: Cambridge University PressRelease Date: 08/23/2012Description: 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.Language: EnglishCountry/Region of Manufacture: GBItem Height: 228mmItem Length: 152mmItem Width: 13mmItem Weight: 320gAuthor: Marek Capiński, Ekkehard Kopp, Janusz TrapleGenre: Business & FinanceTopic: Science Nature & MathBook Series: Mastering Mathematical FinanceRelease Year: 2012 Missing Information?Please contact us if any details are missing and where possible we will add the information to our listing.

Price: 42.33 USD

Location: GU14 0GT

End Time: 2025-01-25T22:57:38.000Z

Shipping Cost: 0 USD

Product Images

Marek Capiński Ekkehard Kopp Janu Stochastic Calculus fo (Paperback) (UK IMPORT)

Item Specifics

Restocking Fee: No

Return shipping will be paid by: Buyer

All returns accepted: Returns Accepted

Item must be returned within: 30 Days

Refund will be given as: Money back or replacement (buyer's choice)

Book Title: Stochastic Calculus for Finance

Title: Stochastic Calculus for Finance

EAN: 9780521175739

ISBN: 9780521175739

Release Date: 08/23/2012

Release Year: 2012

Country/Region of Manufacture: GB

Genre: Business & Finance

Topic: Science Nature & Math

Number of Pages: 186 Pages

Language: English

Publication Name: Stochastic Calculus for Finance

Publisher: Cambridge University Press

Item Height: 0.5 in

Subject: Finance / General, Econometrics, Statistics

Publication Year: 2012

Item Weight: 11.3 Oz

Type: Textbook

Item Length: 9 in

Subject Area: Business & Economics

Author: Marek CapińSki, Janusz Traple, Ekkehard Kopp

Series: Mastering Mathematical Finance Ser.

Item Width: 6 in

Format: Trade Paperback

Recommended

Mathematics for Finance: - Paperback, by Capiński Marek; Zastawniak - Very Good
Mathematics for Finance: - Paperback, by Capiński Marek; Zastawniak - Very Good

$21.88

View Details
Marek Capiński Tomasz Zastawniak Mathematics for Finance (Paperback)
Marek Capiński Tomasz Zastawniak Mathematics for Finance (Paperback)

$60.30

View Details
Marek Capiński Tomasz Zastawniak Mathematics for Finance (Paperback) (UK IMPORT)
Marek Capiński Tomasz Zastawniak Mathematics for Finance (Paperback) (UK IMPORT)

$57.81

View Details
Credit Risk by Tomasz Zastawniak (English) Paperback Book
Credit Risk by Tomasz Zastawniak (English) Paperback Book

$58.39

View Details
Credit Risk Mastering Mathematical Finance Marek Capiński Tomasz … 9781107002760
Credit Risk Mastering Mathematical Finance Marek Capiński Tomasz … 9781107002760

$44.01

View Details
Ekkehard Kopp Marek Cap Discrete Models of Financial Ma (Paperback) (UK IMPORT)
Ekkehard Kopp Marek Cap Discrete Models of Financial Ma (Paperback) (UK IMPORT)

$46.27

View Details
Tomasz Zastawniak Marek Capiński Credit Risk (Paperback) (UK IMPORT)
Tomasz Zastawniak Marek Capiński Credit Risk (Paperback) (UK IMPORT)

$66.85

View Details
Marek Capiński Ekkehard Kopp Janu Stochastic Calculus fo (Paperback) (UK IMPORT)
Marek Capiński Ekkehard Kopp Janu Stochastic Calculus fo (Paperback) (UK IMPORT)

$42.95

View Details
Marek Capiński Ekkehard Kopp The Black–Scholes Model (Paperback) (UK IMPORT)
Marek Capiński Ekkehard Kopp The Black–Scholes Model (Paperback) (UK IMPORT)

$42.95

View Details