Arbitrage pricing of contingent claims.
Müller, Sigrid:
Data di pubblicazione: 1985
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Softcover
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Antiquariat Bookfarm, Löbnitz, Germania
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Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. jb 599 Sprache: Englisch Gewicht in Gramm: 550. Codice articolo 2191683
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Titolo: Arbitrage pricing of contingent claims.
Data di pubblicazione: 1985
Legatura: Softcover
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Arbitrage Pricing of Contingent Claims
Editore:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1985
ISBN 10: 3540159738
ISBN 13: 9783540159735
Antico o usato
Taschenbuch
Da: NEPO UG, Rüsselsheim am Main, Germania
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Taschenbuch. Condizione: Gut. 151 Seiten Versand sofort weltweit. Rechnung mit ausgewiesener MwSt. Shipping worldwide with invoice. Bibliotheksexemplar. Ex library. Sprache: Englisch Gewicht in Gramm: 550. Codice articolo 192409
Quantità: 1 disponibili
Immagini fornite dal venditore
Arbitrage Pricing of Contingent Claims
Editore:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1985
ISBN 10: 3540159738
ISBN 13: 9783540159735
Antico o usato
Taschenbuch
Da: NEPO UG, Rüsselsheim am Main, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Gut. 151 Seiten Versand sofort weltweit. Rechnung mit ausgewiesener MwSt. Shipping worldwide with invoice. Bibliotheksexemplar. Ex library Copy. Sprache: Deutsch Gewicht in Gramm: 550. Codice articolo 192408
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Arbitrage Pricing of Contingent Claims (Lecture Notes in Economics and Mathematical Systems)
Da: NEPO UG, Rüsselsheim am Main, Germania
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Condizione: Gut. 168 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Sprache: Englisch Gewicht in Gramm: 297 24,4 x 17,0 x 1,0 cm, Taschenbuch. Codice articolo 379887
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Arbitrage Pricing of Contingent Claims
Print on DemandDa: moluna, Greven, Germania
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 1 Introduction.- 2 The Valuation of Contingent Claims: A Survey.- 3 Existence of Consistent Price Systems.- 3.1 The basic model.- 3.2 Arbitrage and equivalent martingale measures.- 3.3 Examples.- 3.3.1 Geometric Brownian motion.- 3.3.2 A process with a rand. Codice articolo 4882843
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Arbitrage Pricing of Contingent Claims (Lecture Notes in Economics and Mathematical Systems, 254)
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
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Condizione: New. Codice articolo ABLIING23Mar3113020160828
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Arbitrage Pricing of Contingent Claims
Editore:
Springer Berlin Heidelberg, 1985
ISBN 10: 3540159738
ISBN 13: 9783540159735
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is intended as a contribution to the theory of contingent claim valuation based on arbitrage considerations. It is concerned with preference-free valuations of contingent claims (such as options written on a stock) in frictionless multiperiod securities markets that do not permit arbitrage profits. Besides the question of pricing it considers the possibility of hedging in securities markets. The research reported in this book was carried out at the Institut fUr Gesellschafts- und Wirtschaftswissenschaften, University of Bonn. While working in this field and preparing this monograph I received helpful comments and encouragement from many people, and I would like to thank all of them. Special thanks are due to Prof. Dr. Dieter Sonder mann. He first stimulated my interest in the theory of contingent claim valuation and commented on my work at various stages. Furthermore, I would like to thank Profs. Martin Hellwig, Peter Schonfeld and Klaus SchUrger, all University of Bonn, for helpful comments on earlier ver sions of this monograph. Parts of this monograph were presented at va rious meetings including the European Meeting of the Econometric Socie ty, Pisa 1983, the European Meeting of the Econometric Society, Madrid 1984, and the third Conference 'Geld, Banken und Versicherungen', Karls ruhe 1984. I greatly appreciate comments of Profs. Stephen Ross, Yale University, and Michael Brennan, UCLA. I take this opportunity to ex press my indebtness to my colleague Dr. Shinichiro Nakamura for his con stant encouragement during the laborious process of writing this mono graph. Codice articolo 9783540159735
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Immagini fornite dal venditore
Arbitrage Pricing of Contingent Claims
ISBN 10: 3540159738
ISBN 13: 9783540159735
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is intended as a contribution to the theory of contingent claim valuation based on arbitrage considerations. It is concerned with preference-free valuations of contingent claims (such as options written on a stock) in frictionless multiperiod securities markets that do not permit arbitrage profits. Besides the question of pricing it considers the possibility of hedging in securities markets. The research reported in this book was carried out at the Institut fUr Gesellschafts- und Wirtschaftswissenschaften, University of Bonn. While working in this field and preparing this monograph I received helpful comments and encouragement from many people, and I would like to thank all of them. Special thanks are due to Prof. Dr. Dieter Sonder mann. He first stimulated my interest in the theory of contingent claim valuation and commented on my work at various stages. Furthermore, I would like to thank Profs. Martin Hellwig, Peter Schonfeld and Klaus SchUrger, all University of Bonn, for helpful comments on earlier ver sions of this monograph. Parts of this monograph were presented at va rious meetings including the European Meeting of the Econometric Socie ty, Pisa 1983, the European Meeting of the Econometric Society, Madrid 1984, and the third Conference 'Geld, Banken und Versicherungen', Karls ruhe 1984. I greatly appreciate comments of Profs. Stephen Ross, Yale University, and Michael Brennan, UCLA. I take this opportunity to ex press my indebtness to my colleague Dr. Shinichiro Nakamura for his con stant encouragement during the laborious process of writing this mono graph.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 168 pp. Englisch. Codice articolo 9783540159735
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Arbitrage Pricing of Contingent Claims
Da: Chiron Media, Wallingford, Regno Unito
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PF. Condizione: New. Codice articolo 6666-IUK-9783540159735
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Arbitrage Pricing of Contingent Claims (Lecture Notes in Economics and Mathematical Systems, 254)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Condizione: New. In. Codice articolo ria9783540159735_new
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Arbitrage Pricing of Contingent Claims (Lecture Notes in Economics and Mathematical Systems, 254)
Da: California Books, Miami, FL, U.S.A.
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Condizione: New. Codice articolo I-9783540159735
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