Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics - Rilegato
Libro 22 di 190: Graduate Studies in Mathematics
Sinossi
Introduces Ito calculus, concentrating on applications in financial mathematics. Builds the standard diffusion type security market model, then treats the pricing of options in detail, introducing the method of option pricing via replication and no arbitrage. Presents a method of pricing options with partial differential equations, and presents examples of exotic options. Describes basics of Monte Carlo methods, tree methods, and finite difference methods, and deals with the martingale method and the stochastic control method for portfolio optimization. Assumes a previous basic course in probability theory. Author information is not given. Annotation c. Book News, Inc., Portland, OR (booknews.com)
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Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
Editore:
Amer Mathematical Society, 2001
ISBN 10: 0821821237
ISBN 13: 9780821821237
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Options Pricing and Portfolio Optimization : Modern Methods of Financial Mathematics
Editore:
American Mathematical Society, 2000
ISBN 10: 0821821237
ISBN 13: 9780821821237
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OPTION PRICING AND PORTFOLIO OPTIMIZATION: MODERN METHODS OF FINANCIAL MATHEMATICS.
Editore:
American Mathematical Society,, 2001
ISBN 10: 0821821237
ISBN 13: 9780821821237
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Hardcover. Condizione: VG. Condizione sovraccoperta: No Dust Jacket. Crisp, bright hardback 2001 edition. Previous owner's name in ink on front pastedown. Pages tight, white, clean. No DJ. Not library discard. ; Codice articolo 45392
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Option Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
Editore:
Amer Mathematical Society, 2001
ISBN 10: 0821821237
ISBN 13: 9780821821237
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Da: Corner of a Foreign Field, Tokyo, TOKYO, Giappone
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Hardcover. Condizione: Very Good. No Jacket. 1st Edition. 2001.Hardcover.Very good condition.253 pages.Ships from Japan.Usually ships in 1-2 working days. Codice articolo 19081
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Options Pricing and Portfolio Optimization : Modern Methods of Financial Mathematics
Editore:
American Mathematical Society, 2000
ISBN 10: 0821821237
ISBN 13: 9780821821237
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Condizione: Very Good. Ships from the UK. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Codice articolo 6970549-6
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Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
Editore:
American Mathematical Society, 2001
ISBN 10: 0821821237
ISBN 13: 9780821821237
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Condizione: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780821821237. Codice articolo 5840883
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Options Pricing and Portfolio Optimization: Modern Methods of Financial Mathematics (Graduate Studies in Mathematics)
Editore:
American Mathematical Society, United States, Providence, 2000
ISBN 10: 0821821237
ISBN 13: 9780821821237
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Paperback
Da: WorldofBooks, Goring-By-Sea, WS, Regno Unito
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Paperback. Condizione: Very Good. Understanding and working with the current models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built. Banks and financial houses all over the world recognize this and are avidly recruiting mathematicians, physicists, and other scientists with these skills. The mathematics involved in modern finance springs from the heart of probability and analysis: the Ito calculus, stochastic control, differential equations, martingales, and so on. The authors give rigorous treatments of these topics, while always keeping the applications in mind. Thus, the way in which the mathematics is developed is governed by the way it will be used, rather than by the goal of optimal generality.Indeed, most of purely mathematical topics are treated in extended 'excursions' from the applications into the theory. Thus, with the main topic of financial modelling and optimization in view, the reader also obtains a self-contained and complete introduction to the underlying mathematics. This book is specifically designed as a graduate textbook. It could be used for the second part of a course in probability theory, as it includes an applied introduction to the basics of stochastic processes (martingales and Brownian motion) and stochastic calculus. It would also be suitable for a course in continuous-time finance that assumes familiarity with stochastic processes. The prerequisites are basic probability theory and calculus. Some background in stochastic processes would be useful, but not essential. 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 GOR008849171
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Options Pricing and Portfolio Optimization Modern Methods of Financial Mathematics
Da: Revaluation Books, Exeter, Regno Unito
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Hardcover. Condizione: Brand New. 253 pages. 10.00x7.25x0.75 inches. In Stock. Codice articolo 0821821237
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Options Pricing and Portfolio Optimization Modern Methods of Financial Mathematics
Da: Revaluation Books, Exeter, Regno Unito
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Hardcover. Condizione: Brand New. 253 pages. 10.00x7.25x0.75 inches. In Stock. Codice articolo __0821821237
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Options Pricing and Portfolio Optimization - Modern Methods of Financial Mathematics
Editore:
MP-AMM American Mathematical, 2000
ISBN 10: 0821821237
ISBN 13: 9780821821237
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HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000. Codice articolo FW-9780821821237
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