The Black-Scholes Model (Mastering Mathematical Finance) - Softcover

Capinski, Marek

Softcover

ISBN 10: 0521173000 ISBN 13: 9780521173001

Publisher: Cambridge University Press, 2012

Synopsis

Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.

About this title

About the Authors

Marek Capiński has published over 50 research papers and eleven 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 Kraków, Poland, where he established a Master's programme in mathematical finance.

Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, UK, 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 CUP AIMS Library Series. He has taught in the UK, Canada and South Africa and he has authored more than 50 research publications and five books.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2012
• ISBN 10: 0521173000
• ISBN 13: 9780521173001
• Binding: Paperback
• Language: English
• Number of pages: 178