Search research publications and outputs

  1. Book › Research
  2. Mathematics for Finance. An Introduction to Financial Engineering

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

    Research output: Book/ReportBook

  3. Measures of Risk – Time Consistency and Surrogate Processes

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

    Research output: Book/ReportBook

  4. 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

  5. Probability for Finance

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

    Research output: Book/ReportBook

  6. 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

  7. 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