Vigirdas Mackevicius is Professor of the Department of Mathematical Analysis in the Faculty of Mathematics and Informatics of Vilnius University in Lithuania. His research interests include stochastic processes, stochastic analysis, and stochastic numerics.
3 résultat(s)
Télécharger le livre : Stochastic Models of Financial Mathematics
Vigirdas Mackevicius
Stochastic Models of Financial Mathematics
This book presents a short introduction to continuous-time financial models. An overview of the basics of stochastic analysis precedes a focus on the Black–Scholes and interest rate models. Other topics covered include self-financing strategies, option pricing, exotic...
Editeur : Iste Press - Elsevier
Parution : 2016-11-08

Format(s) : epub sans DRM
98,06 €
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Télécharger le livre : Integral and Measure
Vigirdas Mackevicius
Integral and Measure
This book is devoted to integration, one of the two main operations in calculus. In Part 1, the definition of the integral of a one-variable function is different (not essentially, but rather methodically) from traditional definitions of Riemann or Lebesgue integrals....
Editeur : Wiley-ISTE
Parution : 2014-09-10

Format(s) : PDF, ePub
163,47 €
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Télécharger le livre : Introduction to Stochastic Analysis
Vigirdas Mackevicius
Introduction to Stochastic Analysis
This is an introduction to stochastic integration and stochastic differential equations written in an understandable way for a wide audience, from students of mathematics to practitioners in biology, chemistry, physics, and finances. The presentation is based on the...
Editeur : Wiley-ISTE
Parution : 2013-02-07

Format(s) : PDF, ePub
163,47 €
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