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Partial Differential Equations VII - Spectral Theory of Differential Operators (Hardcover, 1994 ed.): M.A. Shubin Partial Differential Equations VII - Spectral Theory of Differential Operators (Hardcover, 1994 ed.)
M.A. Shubin; Translated by Tomasz Zastawniak; Contributions by G. V. Rozenblum, M.A. Shubin, M.Z. Solomyak
R2,949 Discovery Miles 29 490 Ships in 10 - 15 working days

This EMS volume contains a survey of the principles and advanced techniques of the spectral theory of linear differential and pseudodifferential operators in finite-dimensional spaces. Also including a special section of Sunada's recent solution of Kac's celebrated problem of whether or not "one can hear the shape of a drum."

Stochastic Interest Rates (Hardcover): Daragh McInerney, Tomasz Zastawniak Stochastic Interest Rates (Hardcover)
Daragh McInerney, Tomasz Zastawniak
R2,225 R1,989 Discovery Miles 19 890 Save R236 (11%) Ships in 12 - 17 working days

This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results.

Numerical Methods in Finance with C++ (Hardcover, New): Maciej J. Capinski, Tomasz Zastawniak Numerical Methods in Finance with C++ (Hardcover, New)
Maciej J. Capinski, Tomasz Zastawniak
R1,742 Discovery Miles 17 420 Ships in 12 - 17 working days

Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance.

Mathematics for Finance - An Introduction to Financial Engineering (Paperback, 2nd ed. 2011): Marek Capin'ski, Tomasz... Mathematics for Finance - An Introduction to Financial Engineering (Paperback, 2nd ed. 2011)
Marek Capin'ski, Tomasz Zastawniak
R1,081 Discovery Miles 10 810 Ships in 10 - 15 working days

As with the first edition, Mathematics for Finance: An Introduction to Financial Engineering combines financial motivation with mathematical style. Assuming only basic knowledge of probability and calculus, it presents three major areas of mathematical finance, namely Option pricing based on the no-arbitrage principle in discrete and continuous time setting, Markowitz portfolio optimisation and Capital Asset Pricing Model, and basic stochastic interest rate models in discrete setting.

From the reviews of the first edition:

"This text is an excellent introduction to Mathematical Finance. Armed with a knowledge of basic calculus and probability a student can use this book to learn about derivatives, interest rates and their term structure and portfolio management."(Zentralblatt MATH)

"Given these basic tools, it is surprising how high a level of sophistication the authors achieve, covering such topics as arbitrage-free valuation, binomial trees, and risk-neutral valuation." (www.riskbook.com)

"The reviewer can only congratulate the authors with successful completion of a difficult task of writing a useful textbook on a traditionally hard topic." (K. Borovkov, The Australian Mathematical Society Gazette, Vol. 31 (4), 2004)

Credit Risk (Hardcover): Marek Capin'ski, Tomasz Zastawniak Credit Risk (Hardcover)
Marek Capin'ski, Tomasz Zastawniak
R1,809 R1,470 Discovery Miles 14 700 Save R339 (19%) Ships in 12 - 17 working days

Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an advanced level, and are more suitable for PhD students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course intended for master's students, final-year undergraduates, and practitioners. The book focuses on the two mainstream modelling approaches to credit risk, namely structural models and reduced-form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition.

Numerical Methods in Finance with C++ (Paperback, New): Maciej J. Capinski, Tomasz Zastawniak Numerical Methods in Finance with C++ (Paperback, New)
Maciej J. Capinski, Tomasz Zastawniak
R1,115 Discovery Miles 11 150 Ships in 12 - 17 working days

Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. Beginning with straightforward option pricing on binomial trees, the book gradually progresses towards more advanced topics, including nonlinear solvers, Monte Carlo techniques for path-dependent derivative securities, finite difference methods for partial differential equations, and American option pricing by solving a linear complementarity problem. Further material, including solutions to all exercises and C++ code, is available online. The book is ideal preparation for work as an entry-level quant programmer and it gives readers the confidence to progress to more advanced skill sets involving C++ design patterns as applied in finance.

Basic Stochastic Processes - A Course Through Exercises (Paperback, 1st ed. 1999. Corr. 3rd printing 2000): Zdzislaw Brzezniak,... Basic Stochastic Processes - A Course Through Exercises (Paperback, 1st ed. 1999. Corr. 3rd printing 2000)
Zdzislaw Brzezniak, Tomasz Zastawniak
R855 Discovery Miles 8 550 Ships in 9 - 15 working days

This book is a final year undergraduate text on stochastic processes, a tool used widely by statisticians and researchers working in the mathematics of finance. The book will give a detailed treatment of conditional expectation and probability, a topic which in principle belongs to probability theory, but is essential as a tool for stochastic processes. Although the book is a final year text, the author has chosen to use exercises as the main means of explanation for the various topics, and the book will have a strong self-study element. The author has concentrated on the major topics within stochastic analysis: Stochastic Processes, Markov Chains, Spectral Theory, Renewal Theory, Martingales and Itô Stochastic Processes.

Probability for Finance (Paperback, New): Ekkehard Kopp, Jan Malczak, Tomasz Zastawniak Probability for Finance (Paperback, New)
Ekkehard Kopp, Jan Malczak, Tomasz Zastawniak
R1,116 Discovery Miles 11 160 Ships in 12 - 17 working days

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. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes. Results are proved carefully and the key concepts are motivated by concrete examples drawn from financial market models. Students can test their understanding through the large number of exercises and worked examples that are integral to the text.

Stochastic Interest Rates (Paperback): Daragh McInerney, Tomasz Zastawniak Stochastic Interest Rates (Paperback)
Daragh McInerney, Tomasz Zastawniak
R1,115 Discovery Miles 11 150 Ships in 12 - 17 working days

This volume in the Mastering Mathematical Finance series strikes just the right balance between mathematical rigour and practical application. Existing books on the challenging subject of stochastic interest rate models are often too advanced for Master's students or fail to include practical examples. Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. In addition, the book's webpage at www.cambridge.org/9781107002579 provides solutions to all of the exercises as well as the computer code (and associated spreadsheets) for all numerical work, which allows students to verify the results.

Credit Risk (Paperback): Marek Capin'ski, Tomasz Zastawniak Credit Risk (Paperback)
Marek Capin'ski, Tomasz Zastawniak
R1,118 Discovery Miles 11 180 Ships in 12 - 17 working days

Modelling credit risk accurately is central to the practice of mathematical finance. The majority of available texts are aimed at an advanced level, and are more suitable for PhD students and researchers. This volume of the Mastering Mathematical Finance series addresses the need for a course intended for master's students, final-year undergraduates, and practitioners. The book focuses on the two mainstream modelling approaches to credit risk, namely structural models and reduced-form models, and on pricing selected credit risk derivatives. Balancing rigorous theory with examples, it takes readers through a natural development of mathematical ideas and financial intuition.

Probability for Finance (Hardcover, New): Ekkehard Kopp, Jan Malczak, Tomasz Zastawniak Probability for Finance (Hardcover, New)
Ekkehard Kopp, Jan Malczak, Tomasz Zastawniak
R1,908 Discovery Miles 19 080 Ships in 12 - 17 working days

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. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes. Results are proved carefully and the key concepts are motivated by concrete examples drawn from financial market models. Students can test their understanding through the large number of exercises and worked examples that are integral to the text.

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