Skip to main content
Search Button
Canada Kobo store Gift Cards Help

Rakuten Kobo

Wishlist

Shopping Cart

You're getting the VIP treatment!

Item(s) unavailable for purchase
Please review your cart. You can remove the unavailable item(s) now or we'll automatically remove it at Checkout.
itemsitem
itemsitem

Recommended For You

Loading...


Showing 1 - 4 of 4 results for “marek capinski”
Skip side bar filters

  • The Black–Scholes Model

    by Marek Capiński, Ekkehard Kopp ...
    Series series Mastering Mathematical Finance
    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 ... Read more

    $48.79 CAD

  • Stochastic Calculus for Finance

    by Marek Capiński, Ekkehard Kopp, Janusz Traple ...
    Series series Mastering Mathematical Finance
    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 ... Read more

    $48.79 CAD

  • Measure, Integral and Probability

    by Marek Capinski, Peter E. Kopp ...
    Series series Mathematics and Statistics (R0)
    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 ... Read more

    $44.89 CAD

  • Credit Risk

    by Marek Capiński, Tomasz Zastawniak ...
    Series series Mastering Mathematical Finance
    Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an advanced level, and are more suitable for PhD students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course intended for master's students, final-year undergraduates, and practitioners. The book focuses on the two ... Read more

    $48.79 CAD