A text for first courses in financial calculus; lots of examples and exercises, first published in 2002.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
' ... being relatively short and a paperback must make it appealing to students and those who need a quick introduction to the material. ... nicely produced and elegantly laid out. I would consider adopting it as a text for a course in this topic. Publication of the International Statistical Institute
'This is a well written textbook which should be suitable for final year undergraduate and first year graduate students having some background in probability theory.' Klaus Schrüger, Zentralblatt MATH
' ... this is a very well-organized text that makes it easy to learn.' Journal of the Royal Statistical Society
'... it was necessary to supply the framework of the book with some theory of stochastic analysis and to provide a mathematical explanation of the notions used.' EMS Newsletter
Inspired by Baxter and Rennie's Financial Calculus, this self-contained 2002 text is designed for first courses on the subject. Key concepts are introduced in the discrete time framework. A valuable feature is the large number of exercises and examples.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Da: ThriftBooks-Dallas, Dallas, TX, U.S.A.
Hardcover. Condizione: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Codice articolo G0521813859I3N00
Quantità: 1 disponibili
Da: Bahamut Media, Reading, Regno Unito
Hardcover. Condizione: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee. Codice articolo 6545-9780521813853
Quantità: 1 disponibili
Da: Ria Christie Collections, Uxbridge, Regno Unito
Condizione: New. In English. Codice articolo ria9780521813853_new
Quantità: Più di 20 disponibili
Da: AwesomeBooks, Wallingford, Regno Unito
Hardcover. Condizione: Very Good. A Course in Financial Calculus This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. Codice articolo 7719-9780521813853
Quantità: 2 disponibili
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. Codice articolo C9780521813853
Quantità: Più di 20 disponibili
Da: CitiRetail, Stevenage, Regno Unito
Hardcover. Condizione: new. Hardcover. Finance provides a dramatic example of the successful application of advanced mathematical techniques to the practical problem of pricing financial derivatives. This self-contained text is designed for first courses in financial calculus aimed at students with a good background in mathematics. Key concepts such as martingales and change of measure are introduced in the discrete time framework, allowing an accessible account of Brownian motion and stochastic calculus: proofs in the continuous-time world follow naturally. The Black-Scholes pricing formula is first derived in the simplest financial context. The second half of the book is then devoted to increasing the financial sophistication of the models and instruments. The final chapter introduces more advanced topics including stock price models with jumps, and stochastic volatility. A valuable feature is the large number of exercises and examples, designed to test technique and illustrate how the methods and concepts can be applied to realistic financial questions. A text for first courses in financial calculus; lots of examples and exercises. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9780521813853
Quantità: 1 disponibili
Da: moluna, Greven, Germania
Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Inspired by Baxter and Rennie s Financial Calculus, this self-contained 2002 text is designed for first courses on the subject. Key concepts are introduced in the discrete time framework. A valuable feature is the large number of exercises and examples. Codice articolo 446948404
Quantità: Più di 20 disponibili
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 206 Index. Codice articolo 262104855
Quantità: 4 disponibili
Da: Majestic Books, Hounslow, Regno Unito
Condizione: New. Print on Demand pp. 206 68:B&W 7 x 10 in or 254 x 178 mm Case Laminate on White w/Gloss Lam. Codice articolo 5743048
Quantità: 4 disponibili
Da: Biblios, Frankfurt am main, HESSE, Germania
Condizione: New. PRINT ON DEMAND pp. 206. Codice articolo 182104861
Quantità: 4 disponibili