Lingua: Inglese
Editore: Flying Eagle Publications, New York, 1964
Da: Scene of the Crime, ABAC, IOBA, St. Catharines, ON, Canada
Rivista / Giornale Prima edizione
EUR 13,41
Quantità: 1 disponibili
Aggiungi al carrelloSoft cover. Condizione: Very Good. 1st Edition. First edition, first printing of this collection of 1 original novelette and 10 original short stories. Featured are The Silent Dead by Don Lowry (a novelette). Short stories are On the Street by Lucille Williams, Dead End by Lawrence E. Orin, The Hole Card by Bernard Epps, A Deadly Nuisance by Maeva Park, Cosa Mia by Lee Costa, Divorce.New York Style by Kennan Hourwich, The Switch by R.C. Stimers, Buddies by A.M. Staudy, The Easiest Way by Charles Dilly, Easy Money by Thomas Roundtree. There are two reprints of earlier Manhunt stories Evan Hunter's Dead and the Dying and John Ross MacDonald's The Singing Pigeon. Light edgewear. Bump to the spine. In very good condition.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 17,75
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 28,37
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: Revaluation Books, Exeter, Regno Unito
EUR 29,20
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 192 pages. 9.00x6.00x0.44 inches. In Stock.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Big River Books, Powder Springs, GA, U.S.A.
Condizione: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Basi6 International, Irving, TX, U.S.A.
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Lingua: Inglese
Editore: World Scientific Publishing Company, 2008
ISBN 10: 9812700331 ISBN 13: 9789812700339
Da: YourTechBooks, Bala Cynwyd, PA, U.S.A.
Condizione: Very Good. 2nd Edition. Used, like-new, tight spine, no markings, from smoke-free environment.
Lingua: Inglese
Editore: World Scientific Publishing Company, Incorporated, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Books Puddle, New York, NY, U.S.A.
Condizione: Used. pp. 644 Reprint edition.
Lingua: Inglese
Editore: World Scientific Publishing Company, Incorporated, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Majestic Books, Hounslow, Regno Unito
EUR 55,29
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Used. pp. 644.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: PBShop.store US, Wood Dale, IL, U.S.A.
PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, SG, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Rarewaves.com USA, London, LONDO, Regno Unito
EUR 64,88
Quantità: 4 disponibili
Aggiungi al carrelloPaperback. Condizione: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 51,49
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Lingua: Inglese
Editore: World Scientific Publishing Company, Incorporated, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 57,20
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Used. pp. 644.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
EUR 62,37
Quantità: 15 disponibili
Aggiungi al carrelloPAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, Singapore, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Paperback. Condizione: new. Paperback. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, SG, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Rarewaves USA, OSWEGO, IL, U.S.A.
EUR 75,40
Quantità: Più di 20 disponibili
Aggiungi al carrelloPaperback. Condizione: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
Da: moluna, Greven, Germania
EUR 24,41
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: World Scientific Publishing Company, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 64,26
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Lingua: Inglese
Editore: World Scientific Pub Co Inc, 2008
ISBN 10: 9812700331 ISBN 13: 9789812700339
Da: HPB-Red, Dallas, TX, U.S.A.
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!
Da: PBShop.store US, Wood Dale, IL, U.S.A.
EUR 20,47
Quantità: Più di 20 disponibili
Aggiungi al carrelloPAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Editore: Charles C. Thomas, Publisher, Springfield, IL, 1965
Da: Mullen Books, ABAA, Marietta, PA, U.S.A.
Hardcover. Octavo. Hardcover. Bound in light blue cloth with illustrated jacket. xv, 207 pages illustrations. VG. Spine has toning and some light wear around the edges. Interior clean and unmarked besides previous owners name penned inside.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, 2013
ISBN 10: 9814513156 ISBN 13: 9789814513159
Da: PBShop.store US, Wood Dale, IL, U.S.A.
HRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Lingua: Inglese
Editore: World Scientific Pub Co Inc, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Revaluation Books, Exeter, Regno Unito
EUR 89,05
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 2nd paperback/cd-rom edition. 627 pages. 8.75x6.00x1.25 inches. In Stock.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: GoldBooks, Denver, CO, U.S.A.
Paperback. Condizione: new. New Copy. Customer Service Guaranteed.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, 2013
ISBN 10: 9814513156 ISBN 13: 9789814513159
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
EUR 101,73
Quantità: 15 disponibili
Aggiungi al carrelloHRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
EUR 19,35
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Aggiungi al carrelloPAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Lingua: Inglese
Editore: World Scientific Publishing Company, 2013
ISBN 10: 9814513156 ISBN 13: 9789814513159
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 104,55
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Aggiungi al carrelloCondizione: New. In.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, SG, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Rarewaves USA United, OSWEGO, IL, U.S.A.
EUR 77,25
Quantità: Più di 20 disponibili
Aggiungi al carrelloPaperback. Condizione: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
Lingua: Inglese
Editore: World Scientific Publishing Co Pte Ltd, SG, 2007
ISBN 10: 9812833978 ISBN 13: 9789812833976
Da: Rarewaves.com UK, London, Regno Unito
EUR 60,10
Quantità: 4 disponibili
Aggiungi al carrelloPaperback. Condizione: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.