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Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: Better World Books, Mishawaka, IN, U.S.A.
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: Better World Books Ltd, Dunfermline, Regno Unito
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Mathematics of Financial Markets (Springer Finance).
Libro 52 di 53: Springer FinanceDa: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germania
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Aggiungi al carrelloSoftcover reprint of hardcover 2nd ed. 2005. 15 x 23 cm. 366 pages. Paperback. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.
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Mathematics of Financial Markets (Springer Finance / Springer Finance Textbooks)
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: GreatBookPrices, Columbia, MD, U.S.A.
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: Ria Christie Collections, Uxbridge, Regno Unito
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Mathematics Of Financial Markets (springer Finance)
Libro 52 di 53: Springer FinanceDa: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
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Mathematics of Financial Markets. (= Springer Finance).
Da: Antiquariat Silvanus - Inhaber Johannes Schaefer, Ahrbrück, Germania
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Aggiungi al carrello292 Seiten, 0387985530 Sprache: Englisch Gewicht in Gramm: 580 Groß 8°, Original-Pappband (Hardcover), sehr gutes und innen sauberes Exemplar, (very good),
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Aggiungi al carrellohardcover. Condizione: Gut. 366 Seiten; 9780387212920.3 Gewicht in Gramm: 1.
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Mathematics of Financial Markets (Springer Finance Textbooks)
Libro 52 di 53: Springer FinanceDa: Ria Christie Collections, Uxbridge, Regno Unito
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: GreatBookPricesUK, Woodford Green, Regno Unito
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 368 2nd Edition.
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 368 2nd Edition.
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: Majestic Books, Hounslow, Regno Unito
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Aggiungi al carrelloCondizione: New. pp. 368 Illus.
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Mathematics of Financial Markets (Springer Finance) Elliott, Robert J and Kopp, P. Ekkehard
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Aggiungi al carrelloHardcover Oct 08, 2004. Condizione: gebraucht; wie neu. 2. edition, Hardcover, ungebraucht.
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Mathematics of Financial Markets (Springer Finance)
Libro 52 di 53: Springer FinanceLingua: Inglese
Editore: Springer-Verlag New York, Inc., 1999
ISBN 10: 0387985530 ISBN 13: 9780387985534
Da: Antiquariat Bernhardt, Kassel, Germania
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Aggiungi al carrelloCondizione: Sehr gut. IX, 292 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 598 gebundene Ausgabe gebundene Ausgabe.
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: Biblios, Frankfurt am main, HESSE, Germania
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EUR 89,12
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Aggiungi al carrelloCondizione: New. pp. 368.
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Mathematics of Financial Markets (Springer Finance)
Libro 52 di 53: Springer FinanceDa: Ria Christie Collections, Uxbridge, Regno Unito
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Mathematics of Financial Markets (Springer Finance)
Libro 52 di 53: Springer FinanceDa: Mispah books, Redhill, SURRE, Regno Unito
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceLingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2004
ISBN 10: 0387212922 ISBN 13: 9780387212920
Da: Rarewaves.com USA, London, LONDO, Regno Unito
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Aggiungi al carrelloHardback. Condizione: New. Second Edition 2005. This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed.The new edition adds substantial material from current areas of active research, notably:- a new chapter on coherent risk measures, with applications to hedging - a complete proof of the first fundamental theorem of asset pricing for general discrete market models the arbitrage interval for incomplete discrete-time markets - characterization of complete discrete-time markets, using extended models - risk and return and sensitivity analysis for the Black-Scholes model The treatment remains careful and detailed rather than comprehensive, with a clear focus on options. From here the reader can progress to the current research literature and the use of similar methods for more exotic financial instruments. The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based.The first edition has been used successfully in a wide range of Master's programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques.Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications. He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull.He is the author of Martingales and S.
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: GreatBookPricesUK, Woodford Green, Regno Unito
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EUR 121,83
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Mathematics of Financial Markets (Springer Finance)
Libro 52 di 53: Springer FinanceDa: Mispah books, Redhill, SURRE, Regno Unito
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Mathematics of Financial Markets (Springer Finance)
Libro 52 di 53: Springer FinanceDa: Mispah books, Redhill, SURRE, Regno Unito
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EUR 112,38
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: GreatBookPrices, Columbia, MD, U.S.A.
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EUR 143,47
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EUR 106,91
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Aggiungi al carrelloGebunden. Condizione: New. Aimed at those who need to understand the mathematics behind the multitude of current financial instruments used in derivative markets, including risk managers and other practitionersBegins with the mathematics used in discrete-time models, which .
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceLingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2004
ISBN 10: 0387212922 ISBN 13: 9780387212920
Da: Rarewaves.com UK, London, Regno Unito
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Aggiungi al carrelloHardback. Condizione: New. Second Edition 2005. This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools drawn from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed.The new edition adds substantial material from current areas of active research, notably:- a new chapter on coherent risk measures, with applications to hedging - a complete proof of the first fundamental theorem of asset pricing for general discrete market models the arbitrage interval for incomplete discrete-time markets - characterization of complete discrete-time markets, using extended models - risk and return and sensitivity analysis for the Black-Scholes model The treatment remains careful and detailed rather than comprehensive, with a clear focus on options. From here the reader can progress to the current research literature and the use of similar methods for more exotic financial instruments. The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based.The first edition has been used successfully in a wide range of Master's programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques.Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications. He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull.He is the author of Martingales and S.
-
Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: Majestic Books, Hounslow, Regno Unito
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EUR 87,80
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Aggiungi al carrelloCondizione: New. Print on Demand pp. 368 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Mathematics of Financial Markets
Libro 52 di 53: Springer FinanceDa: Biblios, Frankfurt am main, HESSE, Germania
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EUR 89,25
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Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 368.
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EUR 55,78
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Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Aimed at those who need to understand the mathematics behind the multitude of current financial instruments used in derivative markets, including risk managers and other practitionersBegins with the mathematics used in discrete-time models, which .
