Stochastic Calculus for Finance

Capiski, Marek/ Kopp, Ekkehard

ISBN 10: 1107002648 / ISBN 13: 9781107002647

Published by Cambridge Univ Pr, 2012

1st edition. 192 pages. 9.06x0.71x6.06 inches. In Stock. This item is printed on demand. Seller Inventory # __1107002648

Synopsis:

This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.

About the Authors: Marek Capiński has published over fifty research papers and nine books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over thirty-five 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, where he established a Master's programme in mathematical finance.

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 fifty research publications and five books.

Janusz Traple is Professor of Mathematics in the Faculty of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland. His former positions and visiting fellowships include the Jagiellonian University in Krakow, Scuola Normale in Pisa, University of Siena and University of Florence. He has taught courses in differential equations, measure and probability and the theory of Markov processes, and he is the author of more than twenty research publications.

Bibliographic Details

Title: Stochastic Calculus for Finance
Publisher: Cambridge Univ Pr
Publication Date: 2012
Binding: Hardcover
Condition: Brand New