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EUR 4,46
Spedizione EUR 10,00
Spedito da Germania a U.S.A.Quantità: 1 disponibili
Aggiungi al carrelloCondizione: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.
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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)
Da: Rheinberg-Buch Andreas Meier eK, Bergisch Gladbach, Germania
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EUR 17,68
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Spedito da Germania a U.S.A.Quantità: 1 disponibili
Aggiungi al carrelloPrefekt. Condizione: Sehr gut. Gebraucht - Sehr gut Leichte Lagerspuren -This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This third revised and extended edition now contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular a new chapter on dynamic risk measures and new sections on robust utility maximization and on efficient hedging with convex risk measures. 556 pp. Englisch.
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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)
Da: Rheinberg-Buch Andreas Meier eK, Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
EUR 17,68
Spedizione EUR 17,13
Spedito da Germania a U.S.A.Quantità: 1 disponibili
Aggiungi al carrelloPrefekt. Condizione: Gut. Gebraucht - Gut Papierumschlag leicht gewellt -This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This third revised and extended edition now contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular a new chapter on dynamic risk measures and new sections on robust utility maximization and on efficient hedging with convex risk measures. 556 pp. Englisch.
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Stochastic Finance : An Introduction to Discrete Time
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)
Da: California Books, Miami, FL, U.S.A.
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EUR 49,81
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Stochastic Finance : An Introduction to Discrete Time
Da: GreatBookPrices, Columbia, MD, U.S.A.
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EUR 51,76
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Aggiungi al carrelloPaperback. Condizione: New. 3rd rev. and extend. ed. This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This third revised and extended edition now contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular a new chapter on dynamic risk measures and new sections on robust utility maximization and on efficient hedging with convex risk measures.
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Mathematical Physics at Saint Flour
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Paris-Princeton Lectures on Mathematical Finance 2002 (Lecture Notes in Mathematics)
Lingua: Inglese
Editore: Springer Berlin Heidelberg 2010-06-02, 2010
ISBN 10: 3540401938 ISBN 13: 9783540401933
Da: Chiron Media, Wallingford, Regno Unito
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EUR 40,22
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Aggiungi al carrelloPaperback. Condizione: New.
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Mathematical Physics at Saint Flour
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Condizione: New.
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Stochastic Finance : An Introduction in Discrete Time
Da: GreatBookPrices, Columbia, MD, U.S.A.
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EUR 63,73
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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)
Da: California Books, Miami, FL, U.S.A.
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EUR 66,41
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Stochastic Finance : An Introduction in Discrete Time
Da: GreatBookPrices, Columbia, MD, U.S.A.
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EUR 65,04
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Ecole d'Ete de Probabilites de Saint-Flour XV-XVII, 1985-87
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE, 1988
ISBN 10: 3540505490 ISBN 13: 9783540505495
Da: Rarewaves.com USA, London, LONDO, Regno Unito
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EUR 68,24
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Aggiungi al carrelloPaperback. Condizione: New. 1988 ed.
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Stochastic Finance : An Introduction in Discrete Time
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Stochastic Finance An Introduction in discrete time
Lingua: Inglese
Editore: Berlin ; New York : De Gruyter, 2011
ISBN 10: 3110218046 ISBN 13: 9783110218046
Da: avelibro OHG, Dinkelscherben, Germania
Membro dell'associazione: BOEV
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EUR 58,00
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Aggiungi al carrello24 x 17 cm. Condizione: Gut. XI, 544 Pages ; With Figures Original Broschur in sehr gutem Zustand. Innen mit Bibliotheksstempeln, sehr sauber. Englische Sprache - Original Paperback in very good condition. Inside with Library stamps, very clean. English Language B08-02-01H|S69 Sprache: Englisch Gewicht in Gramm: 934 3. revised and extended Edition / De Gruyter gradute.
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Stochastic Finance : An Introduction in Discrete Time
Da: GreatBookPrices, Columbia, MD, U.S.A.
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EUR 70,74
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Aggiungi al carrelloPaperback. Condizione: New. 4th rev. ed. This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry.The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage.The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk.In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents:Part I: Mathematical finance in one periodArbitrage theoryPreferencesOptimality and equilibriumMonetary measures of riskPart II: Dynamic hedgingDynamic arbitrage theoryAmerican contingent claimsSuperhedgingEfficient hedgingHedging under constraintsMinimizing the hedging errorDynamic risk measures.
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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)
Da: California Books, Miami, FL, U.S.A.
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Stochastic Finance: An Introduction in Discrete Time (De Gruyter Textbook)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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EUR 71,75
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Aggiungi al carrelloPaperback. Condizione: New. This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry.? In this fifth edition, the entire text has been thoroughly revised to enhance clarity and completeness. This includes new sections on This a revised and expnded fifth edition.
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Mathematical Physics at Saint-Flour (Probability at Saint-Flour)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Stochastic Finance : An Introduction to Discrete Time
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Stochastic Finance : An Introduction to Discrete Time
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Mathematical Physics at Saint Flour
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Stochastic Finance
Da: Chiron Media, Wallingford, Regno Unito
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EUR 63,23
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Stochastic Finance
Da: Rarewaves.com USA, London, LONDO, Regno Unito
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Aggiungi al carrelloPaperback. Condizione: New. 4th rev. ed. This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry.The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage.The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk.In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents:Part I: Mathematical finance in one periodArbitrage theoryPreferencesOptimality and equilibriumMonetary measures of riskPart II: Dynamic hedgingDynamic arbitrage theoryAmerican contingent claimsSuperhedgingEfficient hedgingHedging under constraintsMinimizing the hedging errorDynamic risk measures.
-
Mathematical Physics at Saint Flour
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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EUR 64,55
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Stochastic Finance : An Introduction in Discrete Time
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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EUR 64,71
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