Zobrazeno 1 - 10
of 103
pro vyhledávání: '"Ekkehard Kopp"'
Autor:
Ekkehard Kopp
Making up Numbers: A History of Invention in Mathematics offers a detailed but accessible account of a wide range of mathematical ideas. Starting with elementary concepts, it leads the reader towards aspects of current mathematical research. The book
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 t
Autor:
Marek Capiński, Ekkehard Kopp
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 o
Autor:
Marek Capiński, Ekkehard Kopp
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, comple
Autor:
Ekkehard Kopp
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. Modern probability theory and the applications of stochastic processes rely hea
Autor:
Ekkehard Kopp
Building on the basic concepts through a careful discussion of covalence, (while adhering resolutely to sequences where possible), the main part of the book concerns the central topics of continuity, differentiation and integration of real functions.
Autor:
Ekkehard Kopp
Publikováno v:
Making up Numbers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1904c4420bc9fb6b63de36c8d0849109
https://doi.org/10.11647/obp.0236.07
https://doi.org/10.11647/obp.0236.07
Autor:
Ekkehard Kopp
Publikováno v:
Making up Numbers
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::49cb030e14a368f359f6e25e31ab12fb
https://doi.org/10.11647/obp.0236.01
https://doi.org/10.11647/obp.0236.01