Johan walden (27 risultati)

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New.

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: As New. Unread book in perfect condition.

Condizione: New. In English.

Condizione: New.

Condizione: new.

Condizione: New. pp. 119.

Hardback. Condizione: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.…

Paperback. Condizione: Brand New. 2015 edition. 190 pages. 9.00x6.00x0.50 inches. In Stock.

Condizione: As New. Unread book in perfect condition.

Condizione: New. 2026. hardcover. . . . . .

Hardback. Condizione: New. New copy - Usually dispatched within 4 working days.

Hardcover. Condizione: new. Hardcover. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance.This book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative masters program in finance, it is grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterise the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condizione: New. 2026. hardcover. . . . . . Books ship from the US and Ireland.

hardcover. Condizione: New. Special order direct from the distributor.

Hardcover. Condizione: new. Hardcover. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance.This book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative masters program in finance, it is grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterise the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Hardcover. Condizione: Brand New. 448 pages. 10.00x8.00x10.00 inches. In Stock.

Condizione: New.

Buch. Condizione: Neu. Neuware - A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.- Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choice- Part II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time finance- Part III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theorem- An appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.…

Hardback. Condizione: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.…

Hardcover. Condizione: new. Hardcover. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance.This book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative masters program in finance, it is grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterise the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…

Condizione: New. Print on Demand pp. 119.

Condizione: New. PRINT ON DEMAND pp. 119.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Shows the economic consequences of observed heavy-tailed risk distributions in the fields of economics, finance and insuranceAims to bridge the gap between economic modeling and the statistical modeling techniques that have been developed for obse.…