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Biographie et livres de Vigirdas Mackevicius

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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.
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Téléchargez le livre : Stochastic Models of Financial Mathematics
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Stochastic Models of Financial Mathematics

Vigirdas Mackevicius

Iste Press - Elsevier

2016-11-08

epub sans DRM

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,...

92,95 €

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Télécharger le livre : Integral and Measure
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Integral and Measure

Vigirdas Mackevicius

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....

Parution : 2014-09-10
Format(s) : PDF, ePub
Éditeur : Wiley-ISTE
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154,95 €
Télécharger le livre : Introduction to Stochastic Analysis
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Introduction to Stochastic Analysis

Vigirdas Mackevicius

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...

Parution : 2013-02-07
Format(s) : PDF, ePub
Éditeur : Wiley-ISTE
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154,95 €

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