Articoli correlati a Financial Markets in Continuous Time
Sinossi
This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Dalla quarta di copertina
In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory, and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per Financial Markets in Continuous Time
Foto dell'editore
Financial Markets in Continuous Time
Da: Phatpocket Limited, Waltham Abbey, HERTS, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Codice articolo Z1-E-034-01765
Compra usato
EUR 46,56
Spedizione EUR 12,39
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
Financial Markets in Continuous Time. Springer Finance
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
Valutazione del venditore 5 su 5 stelle
gebundene Ausgabe. Condizione: Gut. 324 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 630. Codice articolo 2280915
Compra usato
EUR 44,95
Spedizione EUR 15,95
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Financial Markets in Continuous Time
Da: Peak Pearl LLC, Holly Springs, NC, U.S.A.
Valutazione del venditore 2 su 5 stelle
Hardcover. Condizione: As New. Like new, never been used. Codice articolo D9783540434030
Compra usato
EUR 53,15
Spedizione EUR 10,32
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Financial Markets in Continuous Time
Da: California Books, Miami, FL, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. Codice articolo I-9783540434030
Compra nuovo
EUR 63,78
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: Più di 20 disponibili
Foto dell'editore
Financial Markets in Continuous Time
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In. Codice articolo ria9783540434030_new
Compra nuovo
EUR 60,94
Spedizione EUR 13,15
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Financial Markets in Continuous Time
Editore:
Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 2002
ISBN 10: 3540434038
ISBN 13: 9783540434030
Nuovo
Rilegato
Da: Rarewaves.com USA, London, LONDO, Regno Unito
Valutazione del venditore 5 su 5 stelle
Hardback. Condizione: New. 2003 ed. In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory, and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market. Codice articolo LU-9783540434030
Compra nuovo
EUR 76,34
Spedizione gratuita
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Financial Markets in Continuous Time
Editore:
Springer Berlin Heidelberg Nov 2002, 2002
ISBN 10: 3540434038
ISBN 13: 9783540434030
Nuovo
Rilegato
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options. 340 pp. Englisch. Codice articolo 9783540434030
Compra nuovo
EUR 53,49
Spedizione EUR 23,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Foto dell'editore
Financial Markets in Continuous Time (Springer Finance)
Da: Anybook.com, Lincoln, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9783540434030. Codice articolo 2284225
Compra usato
EUR 61,59
Spedizione EUR 15,84
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Financial Markets in Continuous Time
Da: Books Puddle, New York, NY, U.S.A.
Valutazione del venditore 4 su 5 stelle
Condizione: New. pp. 340. Codice articolo 26354796
Compra nuovo
EUR 80,63
Spedizione EUR 3,43
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 4 disponibili
Foto dell'editore
Financial Markets in Continuous Time
Print on DemandDa: Majestic Books, Hounslow, Regno Unito
Valutazione del venditore 4 su 5 stelle
Condizione: New. Print on Demand pp. 340 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam. Codice articolo 7525939
Compra nuovo
EUR 78,05
Spedizione EUR 7,57
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 4 disponibili