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OverviewFull Product DetailsAuthor: 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: 9781139017367ISBN 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 ![]() We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately. Table of ContentsPreface; 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 InformationMarek 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 6Author Website:Countries AvailableAll regions |