Cvitanic jak a (13 risultati)
Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 (Lecture Notes in Mathematics, 1656)
Biais, Bruno; Björk, Thomas; Cvitanic, Jak?a; El Karoui, Nicole; Jouini, Elyes; Rochet, J.C.
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Da: Broad Street Books, Branchville, NJ, U.S.A.Broad Street Books
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paperback. Condizione: Good. Book is in good overall condition. Some pages have underlining or a few notes in the margin.
Lingua: Inglese
Editore: Springer, 2012
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Da: Studibuch, Stuttgart, GermaniaStudibuch
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hardcover. Condizione: Sehr gut. 268 Seiten; 9783642141997.2 Gewicht in Gramm: 2.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current 'state of the art' and directions of research. For graduate students it will therefore serve a…s an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level and sufficient familiarity with probabilistic methods, in particular stochastic analysis.
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Da: Buchpark, Trebbin, GermaniaBuchpark
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Condizione: Gut. Zustand: Gut | Seiten: 328 | Sprache: Englisch | Produktart: Bücher | Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will therefore ser…ve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level and sufficient familiarity with probabilistic methods, in particular stochastic analysis.
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Da: Buchpark, Trebbin, GermaniaBuchpark
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EUR 32,72
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 328 | Sprache: Englisch | Produktart: Bücher | Financial Mathematics is an exciting, emerging field of application. The five sets of course notes in this book provide a bird's eye view of the current "state of the art" and directions of research. For graduate students it will the…refore serve as an introduction to the field while reseachers will find it a compact source of reference. The reader is expected to have a good knowledge of the basic mathematical tools corresponding to an introductory graduate level and sufficient familiarity with probabilistic methods, in particular stochastic analysis.
Lingua: Inglese
Editore: Springer, 2014
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Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. Contract Theory in Continuous-Time Models | Jak¿a Cvitanic (u. a.) | Taschenbuch | Springer Finance | xii | Englisch | 2014 | Springer | EAN 9783642433528 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbiet…er: preigu.
Lingua: Inglese
Editore: Springer, Springer Gabler, 2014
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 106,99
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimiz…ation problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying 'profit/loss' values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.
Lingua: Inglese
Editore: Springer, 2012
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. pp. 268.
Lingua: Inglese
Editore: Springer, 2012
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 153,90
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic optimization p…roblems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying 'profit/loss' values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion. Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.
Lingua: Inglese
Editore: Springer, Springer Gabler Okt 2014, 2014
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- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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EUR 106,99
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stocha…stic optimization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying 'profit/loss' values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion.Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 268 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2012
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New. Print on Demand pp. 268 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Lingua: Inglese
Editore: Springer, Springer Vieweg Sep 2012, 2012
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
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EUR 149,79
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In recent years there has been a significant increase of interest in continuous-time Principal-Agent models, or contract theory, and their applications. Continuous-time models provide a powerful and elegant framework for solving stochastic op…timization problems of finding the optimal contracts between two parties, under various assumptions on the information they have access to, and the effect they have on the underlying 'profit/loss' values. This monograph surveys recent results of the theory in a systematic way, using the approach of the so-called Stochastic Maximum Principle, in models driven by Brownian Motion.Optimal contracts are characterized via a system of Forward-Backward Stochastic Differential Equations. In a number of interesting special cases these can be solved explicitly, enabling derivation of many qualitative economic conclusions.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 268 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2012
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- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND pp. 268.
