Search research publications and outputs

  1. 2014
  2. 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

  3. 2013
  4. Probability for Finance

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

    Research output: Book/ReportBook

  5. 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

  6. 2012
  7. 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

  8. 2011
  9. European Value of a Quality Adjusted Life Year

    Donaldson, C, Robinson A, Persson U, Khatiba RA, Poznanski D, Baker R, Wildman J, Jones-Lee M, Lancsar E, Mason H, Bell S, Pennington M, Olsen JA, Bacon P, Gyrd-Hansen D, Kjaer T, Bech M, Nielsen JS, Bergman A, Protière C, Moatti JP, Luchini S, Pinto Prades JL, Mataria A, Jarallah Y, van Exel J, Brouwer W, Topór-Madry R, Kozierkiewicz A, Kocot E, Gulácsi L, Péntek M, Manca A, Kharroubi SA, Shackley P, 2011, Government Report.

    Research output: Book/ReportOther report

  10. Mathematics for Finance. An Introduction to Financial Engineering

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

    Research output: Book/ReportBook

  11. 2008
  12. Lectures on quantum field theory in curved spacetime

    Fewster, C. J., 2008, Max-Planck-Institut fuer Mathematik in der Naturwissenschaften.

    Research output: Book/ReportCommissioned report

  13. Measures of Risk – Time Consistency and Surrogate Processes

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

    Research output: Book/ReportBook