Dybvig phillip (30 risultati)

Trade Paperback. Condizione: Good. Please see any and all photos connected with this listing. A bit scuffed but all pages intact and legible. Good reading copy. Clean. No store stamps. --- --- See photos for additional content. . .

Condizione: New.

Paperback or Softback. Condizione: New. Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans. Book.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Paperback. Condizione: New.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: good.

Condizione: New.

PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Hardback or Cased Book. Condizione: New. Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans. Book.

Condizione: As New. Unread book in perfect condition.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: Good. G/G jacket in mylar Staining to top top edge, jacket edge wear Signed by publisher Philip Dybvig.

Condizione: As New. Unread book in perfect condition.

Taschenbuch. Condizione: Neu. Neuware - This technical paper delves into the theoretical relationship between nonnegative wealth, the absence of arbitrage, and feasible consumption plans within a financial economics framework. Authored by Philip H. Dybvig and Chi-fu Huang of the Sloan School of Management, the study provides rigorous analysis applicable to advanced research in financial modeling and economic theory. It examines conditions under which economic agents can construct consumption plans that are both feasible and consistent with the fundamental principle of no-arbitrage, ensuring that no risk-free profit opportunities exist in the market. The paper explores how the requirement of nonnegative wealth impacts the structure of optimal consumption and investment strategies. A key resource for academics and researchers working on mathematical finance and economic equilibrium.This work has been selected by scholars as being culturally important, and is part of the knowledge base of civilization as we know it. This work was reproduced from the original artifact, and remains as true to the original work as possible. Therefore, you will see the original copyright references, library stamps (as most of these works have been housed in our most important libraries around the world), and other notations in the work.This work is in the public domain in the United States of America, and possibly other nations. Within the United States, you may freely copy and distribute this work, as no entity (individual or corporate) has a copyright on the body of the work.As a reproduction of a historical artifact, this work may contain missing or blurred pages, poor pictures, errant marks, etc. Scholars believe, and we concur, that this work is important enough to be preserved, reproduced, and made generally available to the public. We appreciate your support of the preservation process, and thank you for being an important part of keeping this knowledge alive and relevant.…

Paperback. Condizione: New. Print on Demand. This book delves into the intricate world of financial models, examining the crucial concept of arbitrage and its impact on portfolio choice and option pricing. The author critically analyzes the development of continuous-time finance models, revealing how seemingly reasonable strategies like doubling strategies can lead to arbitrage profits and undermine the validity of theoretical results. The book then introduces the concept of a nonnegative wealth constraint, presenting a more economically sound approach to eliminating arbitrage opportunities. It explores the relationship between this constraint and the traditional integrability condition, demonstrating that the former is sufficient to preclude arbitrage while allowing for a broader range of feasible consumption plans. The author's rigorous analysis extends beyond the well-known Black-Scholes model, offering a more general framework for understanding the implications of nonnegative wealth in financial markets. This insightful book clarifies the theoretical complexities of arbitrage in continuous-time finance models, offering a valuable resource for researchers, students, and practitioners seeking a deeper understanding of these essential concepts. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.…

Buch. Condizione: Neu. Neuware.

Paperback. Condizione: New.

Soft cover. Condizione: Very Good. 164, [1: 'The unfinished task'], 166-67 [blank, headed: These pages are reserved for recording historical data pertaining to your local congregation'] pages: illus. (portraits, sites, maps) paged with double-column text. Information on church boards, pastors, clergy roster, congregations by district, colleges, charities, missions, outreach, relationship to other Lutherans, chaplains. The large folio, in its original red wrapper, is set into spotted tan boards with a hand-lettered maroon tape backstrip. John Ellingboe and Lee Mero (illustratore). …

Condizione: New. Print on Demand.

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.

IP signed photograph, shows Philip H. Dybvig in a half length pose, 12 x 8 inch, signed in black felt tip, obtained In-Person in Stockholm (5.12.2022), in very fine condition.