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wyszukanych pozycji: 10
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Nonstandard Methods for Stochastic Fluid Mechanics
ISBN: 9789810217105 / Angielski / Twarda / 1995 / 248 str. Termin realizacji zamówienia: ok. 22 dni roboczych. An exposition of a new approach to the Navier-Stokes equations, using techniques provided by a nonstandard analysis, as developed by the authors. Topics studied include the existence and uniqueness of weak solutions, statistical solutions and the solution of general stochastic equations.
An exposition of a new approach to the Navier-Stokes equations, using techniques provided by a nonstandard analysis, as developed by the authors. Topi...
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cena:
427,79 zł |
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Mathematics for Finance: An Introduction to Financial Engineering
ISBN: 9780857290816 / Angielski / Miękka / 2010 / 336 str. Termin realizacji zamówienia: ok. 20 dni roboczych. As with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting. From the reviews of the first edition: This text is an excellent introduction to... As with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style.... |
cena:
136,47 zł |
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Measure, Integral and Probability
ISBN: 9781852337810 / Angielski / Miękka / 2004 / 311 str. Termin realizacji zamówienia: ok. 20 dni roboczych. Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduate student. The ideas are developed at an easy pace in a form that is suitable for self-study, with an emphasis on clear explanations and concrete examples rather than abstract theory. For this second edition, the text has been thoroughly revised and expanded. New features include: . a substantial new chapter, featuring a constructive proof of the Radon-Nikodym theorem, an analysis of the structure of Lebesgue-Stieltjes measures, the Hahn-Jordan...
Measure, Integral and Probability is a gentle introduction that makes measure and integration theory accessible to the average third-year undergraduat...
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cena:
136,47 zł |
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Discrete Models of Financial Markets
ISBN: 9780521175722 / Angielski / Miękka / 2012 / 192 str. Termin realizacji zamówienia: ok. 13-18 dni roboczych. 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 applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox Ross Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is...
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Re...
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cena:
244,25 zł |
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The Black-Scholes Model
ISBN: 9781107001695 / Angielski / Twarda / 2012 / 178 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. 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 of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers...
The Black Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, i...
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cena:
263,30 zł |
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Probability Through Problems
ISBN: 9781475762914 / Angielski / Miękka / 2013 / 260 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book of problems is designed to challenge students learning probability. Each chapter is divided into three parts: Problems, Hints, and Solutions. All Problems sections include expository material, making the book self-contained. Definitions and statements of important results are interlaced with relevant problems. The only prerequisite is basic algebra and calculus. This book of problems is designed to challenge students learning probability. Each chapter is divided into three parts: Problems, Hints, and Soluti... |
cena:
428,99 zł |
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Discrete Models of Financial Markets
ISBN: 9781107002630 / Angielski / Twarda / 2012 / 192 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. 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 applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox Ross Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is...
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Re...
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cena:
233,65 zł |
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Probability Through Problems
ISBN: 9780387950631 / Angielski / Twarda / 2000 / 260 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book of problems has been designed to accompany an undergraduate course in probability. It will also be useful for students with interest in probability who wish to study on their own. The only prerequisite is basic algebra and calculus. This includes some elementary experience in set theory, sequences and series, functions of one variable, and their derivatives. Familiarity with integrals would be a bonus. A brief survey of terminology and notation in set theory and calculus is provided. Each chapter is divided into three parts: Problems, Hints, and Solutions. To make the book...
This book of problems has been designed to accompany an undergraduate course in probability. It will also be useful for students with interest in prob...
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cena:
585,00 zł |
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Credit Risk
ISBN: 9781107002760 / Angielski / Twarda / 2017 / 202 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This master's-level introduction to mainstream credit risk modelling balances rigorous theory with real-world, post-credit crisis examples.
This master's-level introduction to mainstream credit risk modelling balances rigorous theory with real-world, post-credit crisis examples.
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cena:
253,42 zł |
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Credit Risk
ISBN: 9780521175753 / Angielski / Miękka / 2016 / 201 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych. This master's-level introduction to mainstream credit risk modelling balances rigorous theory with real-world, post-credit crisis examples.
This master's-level introduction to mainstream credit risk modelling balances rigorous theory with real-world, post-credit crisis examples.
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cena:
189,12 zł |
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