Mathematics for Finance. An Introduction to Financial Engineering - Research Database, The University of York

By the same authors

Game options with gradual exercise and cancellation under proportional transaction costs
Roux, A. & Zastawniak, T. J., 24 Jul 2018
Article in Stochastics: An International Journal of Probability and Stochastic Processes
Glamour, Value and Anchoring on the Changing P/E
Anderson, K. P. & Zastawniak, T., 2017
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Game options with gradual exercise and cancellation under proportional transaction costs
Roux, A. & Zastawniak, T. J., 8 Dec 2016, arXiv, 33 p.
Research output: Working paper
Credit Risk
Capiński, M. & Zastawniak, T. J., 14 Nov 2016, Cambridge University Press. 194 p. (Mastering Mathematical Finance)
Research output: Book/Report › Book
American and Bermudan Options in Currency Markets with Proportional Transaction Costs
Roux, A. & Zastawniak, T., Feb 2016
Article in Acta Applicandae Mathematicae

Mathematics for Finance. An Introduction to Financial Engineering

Research output: Book/Report › Book

Author(s)

Tomasz Zastawniak
Marek Capiński

Department/unit(s)

Mathematics

Publication details

Date	Published - 2011
Publisher	Springer
Edition	2nd
Original language	English
ISBN (Print)	978-0-85729-081-6

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