Ekkehard Kopp
- Auteur
Boeken van Ekkehard Kopp
Marek Capinski
Ekkehard Kopp
The Black–Scholes Model
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.
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Marek Capiński
Marek (AGH University of Science and Technology, Krakow) Capinski
Ekkehard Kopp
Ekkehard (University of Hull) Kopp
Discrete Models of Financial Markets
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle.
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Ekkehard Kopp
Ekkehard (University of Hull) Kopp
From Measures to Itô Integrals
From Measures to Itô Integrals gives a clear account of measure theory, leading via L2-theory to Brownian motion, Itô integrals and a brief look at martingale calculus.
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Ekkehard Kopp
Ekkehard (University of Hull) Kopp
Jan Malczak
Jan (AGH University of Science and Technology, Krakow) Malczak
Tomasz Zastawniak
Tomasz (University of York) Zastawniak
Probability for Finance
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning.
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Marek Capiński
Ekkehard Kopp
Janusz Traple
Stochastic Calculus for 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.
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