Search research publications and outputs

  1. 2008
  2. Measures of Risk – Time Consistency and Surrogate Processes

    Kang, B., 2008, VDM Verlag. 176 p.

    Research output: Book/ReportBook

  3. 2011
  4. Mathematics for Finance. An Introduction to Financial Engineering

    Zastawniak, T. & Capiński, M., 2011, 2nd ed. Springer.

    Research output: Book/ReportBook

  5. 2012
  6. Numerical Methods in Finance with C++

    Zastawniak, T. & Capiński, M. J., Jul 2012, Cambridge University Press. 175 p. (Mastering Mathematical Finance)

    Research output: Book/ReportBook

  7. 2013
  8. Probability for Finance

    Zastawniak, T., Malczak, J. & Kopp, E., 2013, Cambridge University Press. (Mastering Mathematical Finance Series)

    Research output: Book/ReportBook

  9. Stochastic Ferromagnetism: Analysis and Numerics

    Z. Brzezniak, L. Banas, M. Neklyudov and A. Prohl, , 2013, Berlin/Boston: Walter de Gruyter. (de Gruyter Studies in Mathematics; vol. 58)

    Research output: Book/ReportBook

  10. 2014
  11. The Numerical Solution of American Pricing Problems: Finite Difference and Transform Methods

    Chiarella, C., Kang, B. & Meyer, G. H., Dec 2014, WORLD SCIENTIFIC PUBL CO PTE LTD. 224 p.

    Research output: Book/ReportBook

  12. 2015
  13. Stochastic Interest Rates

    Zastawniak, T. & McInerney, D., 2015, Cambridge University Press. 160 p. (Mastering Mathematical Finance)

    Research output: Book/ReportBook

  14. 2016
  15. Quantum Measurement

    Busch, P., Lahti, P., Pellonpää, J-P. & Ylinen, K., Sep 2016, Springer International Publishing Switzerland. 542 p. (Theoretical and Mathematical Physics)

    Research output: Book/ReportBook

  16. Credit Risk

    Capiński, M. & Zastawniak, T. J., 14 Nov 2016, Cambridge University Press. 194 p. (Mastering Mathematical Finance)

    Research output: Book/ReportBook