COMENIUS UNIVERSITY
Faculty of Mathematics, Physics and Informatics
Department of Applied Mathematics and Statistics, Division of Applied Mathematics
 
       
   
Books, lecture notes and book chapters of Daniel Sevcovic
      Books
    

Daniel Ševčovič, Beáta Stehlíková, Karol Mikula:
Analytical and numerical methods for pricing financial derivatives
Nova Science Publishers, Inc., Hauppauge, 2011
ISBN: 978-1-61728-780-0 (Hardcover), ISBN: 978-1-61761-350-0 (ebook)

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Daniel Ševčovič:
Direct Lagrangian Methods for Solving Mean Curvature Flows and their Applications
Published by IRIS – Vydavateľstvo a tlač, s.r.o., Bratislava, Slovakia, 2016, 119 pp., ISBN 978-80-89726-75-2
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Daniel Ševčovič:
Parciálne diferenciálne rovnice a ich aplikácie
Vydavateľstvo IRIS s.r.o., Bratislava, 2008, 2015. 132 strán, 1. a 2. vydanie (in Slovak)
ISBN 978-80-89238-14-9

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Daniel Ševčovič, Beáta Stehlíková, Karol Mikula:
Analytické a numerické metódy oceňovania finančných derivátov
Nakladateľstvo STU, Bratislava, 2009. 200 strán (in Slovak)
ISBN 978-80-227-3014-3

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Henrieta Hudečková, Daniel Ševčovič a kol.:
Biomatematické modelovanie a vyhodnocovanie indikátorov očkovania ochorení preventabilných očkovaním
Vydavateľstvo IRIS s.r.o., Bratislava, 2017, 180 strán, (in Slovak)
ISBN 978-80-8200-002-6

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      Book chapters
    

Daniel Ševčovič:
Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations.
In: M. Ehrhardt (ed.), Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing, pp. 153-198,
2008 Nova Science Publishers, Inc., Hauppauge
ISBN 978-1-60456-931-5

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Z. Bučková, B. Stehlíková, D. Ševčovič:
Numerical and Analytical Methods for Bond Pricing in Short Rate Convergence Models of Interest Rates. In: Advances in Mathematics Research, Volume 21, 2017, (Ed. A. R. Baswell), Nova Science Publishers, Inc., Hauppauge, pp. 93-148. ISBN: 978-1-53610-484-4
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J. Cruz, M. do Rosario Grossinho, D. Ševčovič, C. Izuchukwu Udeani:
Linear and Nonlinear Partial Integro-Differential Equations arising from Finance. In: Understanding Integro-Differential Equations, Understanding Integro-Differential Equations, Eds: J. Vasundhara Devi, Z. Drici, F. A. McRae, Nova Science Publishers, Inc., Hauppauge, 2023, pp. 191- 256, ISBN: 979-8-89113-040-1
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      Lecture notes for students
    

Daniel Ševčovič:
Qualitative and quantitative aspects of curvature driven flows of planar curves
In: Topics on partial differential equations, Jindrich Necas Center for Mathematical Modeling Lecture notes, Vol. 2, 55-119.
MatFyzPress 2007
ISBN 978-80-7378-005-0

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Martin Kollár, Ľubica Kossaczká, Daniel Ševčovič
Diferenciálny a integrálny počet funkcií viac premenných v príkladoch
Knižničné a edičné centrum FMFI UK, 192 pp. (in Slovak).
ISBN: 978-80-89186-54-9

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Daniel Ševčovič:
Lectures on analytical and numerical methods for pricing financial derivatives
FMFI UK, 2009. 96 pages (in English)

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© (2011) Department of Applied Mathematics and Statistics, Comenius University