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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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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