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Mathematics for finance : an introduction to financial engineering

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

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

Mathematics for finance : an introduction to financial engineering

Capiński, Marek; Zastawniak, Tomasz - 2003

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

Credit risk

Capiński, Marek; Zastawniak, Tomasz - 2017

Modelling credit risk accurately is central to the practice of mathematical finance. This volume of the Mastering Mathematical Finance series offers a comprehensive and accessible introduction to the subject tailored specially for master's students. The book focuses on the two mainstream...

Persistent link: https://www.econbiz.de/10011559962

American options with gradual exercise under proportional transaction costs

Roux, Alet; Zastawniak, Tomasz - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-36

Persistent link: https://www.econbiz.de/10010498817

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

Pricing high-dimensional American options by kernel ridge regression

Hu, Wenbin; Zastawniak, Tomasz - In: Quantitative finance 20 (2020) 5, pp. 851-865

Persistent link: https://www.econbiz.de/10012262630

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

Glamour, value and anchoring on the changing P/E

Anderson, Keith; Zastawniak, Tomasz - In: The European journal of finance 23 (2017) 4/6, pp. 375-406

Persistent link: https://www.econbiz.de/10011736268

Stochastic interest rates

McInerney, Daragh; Zastawniak, Tomasz - 2015

Persistent link: https://www.econbiz.de/10013546693