5

A model of credit risk based on cash flow

Marek Capinski
Journal:
Computers & Mathematics with Applications
Year:
2007
Language:
english
File:
PDF, 617 KB
english, 2007
7

Stochastic Navier-Stokes equations

Marek Capiński, Nigel Cutland
Journal:
Acta Applicandae Mathematicae
Year:
1991
Language:
english
File:
PDF, 933 KB
english, 1991
8

Derivative pricing methodology in continuous-time models

Marek Capinski, Ekkehard Kopp
Journal:
Applied Mathematics Letters
Year:
2012
Language:
english
File:
PDF, 194 KB
english, 2012
9

[Problem Books in Mathematics] Probability Through Problems ||

Capiński, Marek, Zastawniak, Tomasz
Year:
2001
Language:
english
File:
PDF, 18.66 MB
english, 2001
10

[Springer Undergraduate Mathematics Series] Measure, Integral and Probability ||

Capiński, Marek, Kopp, Peter Ekkehard
Year:
2004
Language:
english
File:
PDF, 23.00 MB
english, 2004
12

Credit Risk || Hazard function model and no arbitrage

Capinski, Marek, Zastawniak, Tomasz
Year:
2017
Language:
english
File:
PDF, 295 KB
english, 2017
13

Credit Risk || Defaultable bond pricing with hazard function

Capinski, Marek, Zastawniak, Tomasz
Year:
2017
Language:
english
File:
PDF, 212 KB
english, 2017
14

The Black–Scholes Model || Introduction

Capinski, Marek, Kopp, Ekkehard
Year:
2012
Language:
english
File:
PDF, 105 KB
english, 2012
15

Stochastic Calculus for Finance || Stochastic integrals

Capinski, Marek, Kopp, Ekkehard, Traple, Janusz
Year:
2012
Language:
english
File:
PDF, 225 KB
english, 2012
16

A simple example of intrinsic turbulence

Marek Capiński, Nigel J Cutland
Journal:
Journal of Differential Equations
Year:
1992
Language:
english
File:
PDF, 651 KB
english, 1992
19

The Black–Scholes Model ||

Capinski, Marek, Kopp, Ekkehard
Year:
2012
Language:
english
File:
PDF, 61 KB
english, 2012
21

Stochastic Euler Equations on the Torus

Marek Capiński and Nigel J. Cutland
Journal:
The Annals of Applied Probability
Year:
1999
Language:
english
File:
PDF, 1.28 MB
english, 1999
22

Credit Risk || Structural models

Capinski, Marek, Zastawniak, Tomasz
Year:
2017
Language:
english
File:
PDF, 377 KB
english, 2017
23

Credit Risk || Select bibliography

Capinski, Marek, Zastawniak, Tomasz
Year:
2017
Language:
english
File:
PDF, 45 KB
english, 2017
24

Credit Risk || Security pricing with hazard process

Capinski, Marek, Zastawniak, Tomasz
Year:
2017
Language:
english
File:
PDF, 277 KB
english, 2017
25

Credit Risk || Security pricing with hazard function

Capinski, Marek, Zastawniak, Tomasz
Year:
2017
Language:
english
File:
PDF, 200 KB
english, 2017
26

Credit Risk || Hazard process model

Capinski, Marek, Zastawniak, Tomasz
Year:
2017
Language:
english
File:
PDF, 274 KB
english, 2017
27

Credit Risk || Preface

Capinski, Marek, Zastawniak, Tomasz
Year:
2017
Language:
english
File:
PDF, 35 KB
english, 2017
28

Credit Risk || Appendix

Capinski, Marek, Zastawniak, Tomasz
Year:
2017
Language:
english
File:
PDF, 160 KB
english, 2017
29

The Black–Scholes Model || Extensions and applications

Capinski, Marek, Kopp, Ekkehard
Year:
2012
Language:
english
File:
PDF, 214 KB
english, 2012
30

The Black–Scholes Model || Preface

Capinski, Marek, Kopp, Ekkehard
Year:
2012
Language:
english
File:
PDF, 53 KB
english, 2012
31

The Black–Scholes Model || Option pricing and hedging

Capinski, Marek, Kopp, Ekkehard
Year:
2012
Language:
english
File:
PDF, 276 KB
english, 2012
32

Stochastic Calculus for Finance || Discrete-time processes

Capinski, Marek, Kopp, Ekkehard, Traple, Janusz
Year:
2012
Language:
english
File:
PDF, 236 KB
english, 2012
33

Stochastic Calculus for Finance || Wiener process

Capinski, Marek, Kopp, Ekkehard, Traple, Janusz
Year:
2012
Language:
english
File:
PDF, 364 KB
english, 2012
34

Stochastic Calculus for Finance || Preface

Capinski, Marek, Kopp, Ekkehard, Traple, Janusz
Year:
2012
Language:
english
File:
PDF, 35 KB
english, 2012
35

Stochastic Calculus for Finance || Stochastic differential equations

Capinski, Marek, Kopp, Ekkehard, Traple, Janusz
Year:
2012
Language:
english
File:
PDF, 193 KB
english, 2012
36

Stochastic Calculus for Finance || Itô formula

Capinski, Marek, Kopp, Ekkehard, Traple, Janusz
Year:
2012
Language:
english
File:
PDF, 334 KB
english, 2012
37

A New Method of DCF Valuation

Capinski, Marek
Journal:
SSRN Electronic Journal
Year:
2006
File:
PDF, 62 KB
2006
38

A New Method of DCF Valuation

Capinski, Marek
Journal:
SSRN Electronic Journal
Year:
2006
Language:
english
File:
PDF, 62 KB
english, 2006
39

Discrete Models of Financial Markets || Preface

Capinski, Marek, Kopp, Ekkehard
Year:
2012
Language:
english
File:
PDF, 33 KB
english, 2012