Janusz traple (25 risultati)

Paperback. Condizione: Good. This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ito formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Ito calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.…

Paperback. Condizione: Good. This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ito formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Ito calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.…

Paperback. Condizione: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New. In English.

Condizione: New. pp. 192.

Condizione: New.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New. This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. Series: Mastering Mathematical Finance. Num Pages: 186 pages, 6 b/w illus. 85 exercises. BIC Classification: KFF; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 228 x 152 x 16. Weight in Grams: 440. . 2012. Hardback. . . . . …

Condizione: New. In English.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: As New. Unread book in perfect condition.

Condizione: New. pp. 186.

Condizione: New. This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition. Series: Mastering Mathematical Finance. Num Pages: 186 pages, 6 b/w illus. 85 exercises. BIC Classification: KFF; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 228 x 152 x 16. Weight in Grams: 440. . 2012. Hardback. . . . . Books ship from the US and Ireland. …

Condizione: New.

Condizione: New. Print on Demand pp. 192 6 Illus.

Condizione: New. PRINT ON DEMAND pp. 192.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This brief but full introduction to basic stochastic processes contains key results that have become essential for finance practitioners and provides a solid grounding for understanding the Black-Scholes option pricing model. Students, practitioners and res.…

Condizione: New. Print on Demand pp. 186 6 Illus.

Condizione: New. PRINT ON DEMAND pp. 186.