Synopsis
An excellent basis for further study. Suitable even for readers with no mathematical background.
"synopsis" may belong to another edition of this title.
About the Authors
Marek Capiński 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.
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 50 research publications and five books.
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for Discrete Models of Financial Markets (Mastering Mathematical...
Stock Image
Discrete Models of Financial Markets (Mastering Mathematical Finance)
Published by
Cambridge University Press CUP, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Softcover
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 192 Illustrated edition. Seller Inventory # 2614410881
Stock Image
Discrete Models of Financial Markets (Mastering Mathematical Finance)
Published by
Cambridge University Press, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Softcover
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 4 out of 5 stars
Condition: New. pp. 192 10 Illus. Seller Inventory # 11295582
Stock Image
Discrete Models of Financial Markets (Mastering Mathematical Finance)
Published by
Cambridge University Press, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Paperback
Seller: Toscana Books, AUSTIN, TX, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Seller Inventory # Scanned0521175720
Stock Image
Discrete Models of Financial Markets (Mastering Mathematical Finance)
Published by
Cambridge University Press, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Softcover
Seller: Biblios, Frankfurt am main, HESSE, Germany
Seller rating 4 out of 5 stars
Condition: New. pp. 192. Seller Inventory # 1814410891
Stock Image
Discrete Models Of Financial Markets (Mastering Mathematical Finance)
Published by
Cambridge University Press, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Softcover
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABNR-179153
Stock Image
DISCRETE MODELS OF FINANCIAL MARKETS (MASTERING MATHEMATICAL FINANCE)
Published by
Cambridge University Press, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Softcover
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEOCT25-97146
Stock Image
Discrete Models of Financial Markets (Mastering Mathematical Finance)
Published by
Cambridge University Press, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Softcover
Seller: ALLBOOKS1, Direk, SA, Australia
Seller rating 5 out of 5 stars
Brand new book. Fast ship. Please provide full street address as we are not able to ship to P O box address. Seller Inventory # SHAK97146
Stock Image
Discrete Models of Financial Markets (Mastering Mathematical Finance)
Published by
Cambridge University Press, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Softcover
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Feb2215580246339
Stock Image
Discrete Models of Financial Markets
Published by
Cambridge University Press, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Paperback
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 192 pages. 8.90x5.98x0.63 inches. In Stock. This item is printed on demand. Seller Inventory # __0521175720
Stock Image
Discrete Models of Financial Markets (Paperback)
Published by
Cambridge University Press, Cambridge, 2012
ISBN 10: 0521175720
ISBN 13: 9780521175722
New
Paperback
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. 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 CoxRossRubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems. This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9780521175722