Stochastic Calculus for Finance

Author:   Marek Capiński (AGH University of Science and Technology, Krakow) ,  Ekkehard Kopp (University of Hull) ,  Janusz Traple (AGH University of Science and Technology, Krakow)
Publisher:   Cambridge University Press
ISBN:  

9781139017367


Publication Date:   05 November 2012
Format:   Undefined
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Our Price $620.40 Quantity:  
Add to Cart

Share |

Stochastic Calculus for Finance


Add your own review!

Overview

Full Product Details

Author:   Marek Capiński (AGH University of Science and Technology, Krakow) ,  Ekkehard Kopp (University of Hull) ,  Janusz Traple (AGH University of Science and Technology, Krakow)
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press (Virtual Publishing)
ISBN:  

9781139017367


ISBN 10:   1139017365
Publication Date:   05 November 2012
Audience:   Professional and scholarly ,  College/higher education ,  Professional & Vocational ,  Tertiary & Higher Education
Format:   Undefined
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

Table of Contents

Preface; 1. Discrete time processes; 2. Wiener process; 3. Stochastic integrals; 4. Itô formula; 5. Stochastic differential equations; Index.

Reviews

'... a very accessible and comprehensive introduction.' Robert Stelzer, Mathematical Reviews '... a very accessible and comprehensive introduction.' Robert Stelzer, Mathematical Reviews


'... a very accessible and comprehensive introduction.' Robert Stelzer, Mathematical Reviews


Author Information

Marek Capiński has published over fifty research papers and nine books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over thirty-five years he has been teaching these topics, mainly in Poland and in the UK, where he has held visiting fellowships. He is currently Professor of Applied Mathematics at AGH University of Science and Technology in Krakow, where he established a Master's programme in mathematical finance. Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, where he taught courses at all levels in analysis, measure and probability, stochastic processes and mathematical finance between 1970 and 2007. His editorial experience includes service as founding member of the Springer Finance series (1998–2008) and the Cambridge University Press AIMS Library series. He has authored more than fifty research publications and five books. Janusz Traple is Professor of Mathematics in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His former positions and visiting fellowships include the Jagiellonian University in Krakow, Scuola Normale in Pisa, University of Siena and University of Florence. He has taught courses in differential equations, measure and probability and the theory of Markov processes, and he is the author of more than twenty research publications.

Tab Content 6

Author Website:  

Customer Reviews

Recent Reviews

No review item found!

Add your own review!

Countries Available

All regions
Latest Reading Guide

MRG2025CC

 

Shopping Cart
Your cart is empty
Shopping cart
Mailing List