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Englisch
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Beschreibung
An excellent basis for further study. Suitable even for readers with no mathematical background.
An excellent basis for further study. Suitable even for readers with no mathematical background.
Über den Autor
Marek Capi¿ski has published over 50 research papers and nine books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over 35 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.
Inhaltsverzeichnis
Preface; 1. Introduction; 2. Single-step asset pricing models; 3. Multi-step binomial model; 4. Multi-step general models; 5. American options; 6. Modelling bonds and interest rates; Index.
Details
Erscheinungsjahr: | 2012 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
ISBN-13: | 9781107002630 |
ISBN-10: | 110700263X |
Sprache: | Englisch |
Ausstattung / Beilage: | HC gerader Rücken kaschiert |
Einband: | Gebunden |
Autor: | Capinski, Marek |
Hersteller: | Cambridge University Press |
Maße: | 235 x 157 x 15 mm |
Von/Mit: | Marek Capinski |
Erscheinungsdatum: | 23.02.2012 |
Gewicht: | 0,439 kg |
Über den Autor
Marek Capi¿ski has published over 50 research papers and nine books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over 35 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.
Inhaltsverzeichnis
Preface; 1. Introduction; 2. Single-step asset pricing models; 3. Multi-step binomial model; 4. Multi-step general models; 5. American options; 6. Modelling bonds and interest rates; Index.
Details
Erscheinungsjahr: | 2012 |
---|---|
Fachbereich: | Allgemeines |
Genre: | Wirtschaft |
Rubrik: | Recht & Wirtschaft |
Medium: | Buch |
ISBN-13: | 9781107002630 |
ISBN-10: | 110700263X |
Sprache: | Englisch |
Ausstattung / Beilage: | HC gerader Rücken kaschiert |
Einband: | Gebunden |
Autor: | Capinski, Marek |
Hersteller: | Cambridge University Press |
Maße: | 235 x 157 x 15 mm |
Von/Mit: | Marek Capinski |
Erscheinungsdatum: | 23.02.2012 |
Gewicht: | 0,439 kg |
Warnhinweis