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Mathematics for finance : an introduction to financial engineering

Capiński, Marek; Zastawniak, Tomasz - 2003

Persistent link: https://www.econbiz.de/10001620718

Mathematics for finance : an introduction to financial engineering

Capiński, Marek; Zastawniak, Tomasz - 2011 - 2. ed.

Persistent link: https://www.econbiz.de/10008903003

A counter-example to an option pricing formula under transaction costs

Roux, Alet; Zastawniak, Tomasz - In: Finance and stochastics 10 (2006) 4, pp. 575-578

Persistent link: https://www.econbiz.de/10003405651

American contingent claims under small proportional transaction costs

Tokarz, Krzysztof; Zastawniak, Tomasz - In: Journal of mathematical economics 43 (2006) 1, pp. 65-85

Persistent link: https://www.econbiz.de/10003407986

Fundamental theorem of asset pricing under fixed and proportional transaction costs

Brown, Martin; Zastawniak, Tomasz - In: Annals of finance 16 (2020) 3, pp. 423-433

Persistent link: https://www.econbiz.de/10012496392

Hedging Conditional Value at Risk with options

Capiński, Maciej - In: European journal of operational research : EJOR 242 (2015) 2, pp. 688-691

Persistent link: https://www.econbiz.de/10010491633

The Black-Scholes model

Capiński, Marek - 2013 - Online-Ausg.

Cover -- The Black-Scholes Model -- Title -- Copyright -- Contents -- Preface -- 1 Introduction -- 1.1 Asset dynamics -- Model parameters -- 1.2 Methods of option pricing -- Risk-neutral probability approach -- The PDE approach -- 2 Strategies and risk-neutral probability -- 2.1 Finding the...

Persistent link: https://www.econbiz.de/10012678710