A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
'... a very readable and useful introduction to the pricing of derivatives ... A recommendable book.' Wil Schilders, ITW Nieuws
'... the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement Mathématique
Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: HPB-Red, Dallas, TX, U.S.A.
Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_455702393
Quantità: 1 disponibili
Da: Big River Books, Powder Springs, GA, U.S.A.
Condizione: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting. Codice articolo BRV.0521552893.G
Quantità: 1 disponibili
Da: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Condizione: Very Good. This is the year 2000 corrected reprint, ix, 233 pp., Hardcover, previous owner's name to front free endpaper else very good in a very good dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1339638
Quantità: 1 disponibili
Da: Textbooks_Source, Columbia, MO, U.S.A.
hardcover. Condizione: Good. 17th ed. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Codice articolo 000325219U
Quantità: 1 disponibili
Da: Marchelle Books, Vail, AZ, U.S.A.
Condizione: Used - Very Good. A well-cared-for book that has seen limited use and remains in great condition. The book is complete, unmarked, and undamaged, but shows some limited signs of wear. The dust cover is intact, with no nicks or tears. The pages are clean and not marred by notes or highlighting. The spine is undamaged. All stickers have been removed and the book is shrink-wrapped. Thank you for supporting our veteran-owned small business. Codice articolo 0521552893-VG
Quantità: 1 disponibili
Da: GoldBooks, Denver, CO, U.S.A.
Condizione: new. Codice articolo 65P97_35_0521552893
Quantità: 1 disponibili
Da: medimops, Berlin, Germania
Condizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Codice articolo M00521552893-G
Quantità: 1 disponibili
Da: Yushodo Co., Ltd., Fuefuki-shi, Yamanashi Pref., Giappone
Hardcover. Condizione: Good. No Jacket. ix, 233 p. Codice articolo GU5395
Quantità: 1 disponibili
Da: GreatBookPrices, Columbia, MD, U.S.A.
Condizione: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Codice articolo 433886-5
Quantità: 1 disponibili
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
Paperback. Condizione: Very Good. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Codice articolo GOR001494717
Quantità: 1 disponibili