John j cummins (44 risultati)

Condizione: acceptable. The book is complete and readable, with all pages and cover intact. Dust jacket, shrink wrap, or boxed set case may be missing. Pages may have light notes, highlighting, or minor water exposure, but nothing that affects readability. May be an ex-library copy and could include library markings or stickers.…

Condizione: Very Good. Multiple Copies Available - Very Good Condition - May have school stamp and/or student names - May have some cover wear - DOES NOT INCLUDE ANY CDs OR ACCESS CODES IF APPLICABLE.

Condizione: good.

Hardcover. Condizione: Good. Book Leaves in 1 Business Day or Less! Leaves Same Day if Received by 2 pm EST! Cover has some wear, mostly corners and binding. Good. Multiple copies available. MI.

Hard Cover, Pictorial Boards. Condizione: Very Good. Very solid overall, with unmarked text.

Hardcover. Condizione: As New. Unused! Book Leaves in 1 Business Day or Less! Leaves Same Day if Received by 2 pm EST! Slight shelf wear. Contents Unused. Like New.

hardcover. Condizione: Acceptable. wear and rubbing to cover corners.name in first page, text is clean and unmarked, pen pencil marks on exterior foredgeI ship Worldwide from Puerto Rico, USA.Listing Includes Books Image . Please email me if you need to see more pictures! The orders are processed promptly, carefully packaged and shipped within 1 day of purchase. PLEASE NOTE! if you need the book quickly, please Purchase Priority Shipping. Media will not show updates in mail confirmation till reaches continental U.S.…

hardcover. Condizione: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority.

Condizione: Fair. : Glencoe Geometry es un libro de texto de matemáticas para estudiantes de secundaria. Cubre los conceptos básicos de la geometría, incluyendo puntos, líneas, planos, ángulos, triángulos, cuadriláteros, círculos, área, volumen y trigonometría. El libro está diseñado para ayudar a los estudiantes a desarrollar sus habilidades de razonamiento lógico y resolución de problemas. EAN: 9780078296376 Tipo: Libros Categoría: Educación|Libros de Texto Título: Glencoe Geometry, Student Edition Autor: Cindy J. Boyd| Jerry Cummins| Carol Malloy| John Carter| Alfinio Flores Editorial: GLENCOE SECONDARY Idioma: en Páginas: 794 Formato: tapa dura.…

Paperback. 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.

hardcover. Condizione: New. In shrink wrap. Looks like an interesting title.

Soft cover. Condizione: Near Fine. Personalised gift inscription by author. Inscribed by Author(s).

Condizione: Like New. Used - Like New. Book is new and unread but may have minor shelf wear. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.…

Condizione: New.

Condizione: New.

Condizione: New. In English.

Condizione: New. pp. 218.

Condizione: New. pp. 218.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.…

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets. …

Condizione: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.…

Taschenbuch. Condizione: Neu. Topics in Numerical Methods for Finance | Mark Cummins (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xii | Englisch | 2014 | Springer | EAN 9781489973559 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Hardcover. Condizione: Brand New. 204 pages. 9.25x6.00x0.76 inches. In Stock.

Paperback. Condizione: Brand New. 216 pages. 9.25x6.10x0.49 inches. In Stock.

Hardcover. Condizione: gut. 2012. Topics in Numerical Methods for Finance In englischer Sprache. pages.

Condizione: As New. Unread book in perfect condition.

Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condizione: As New. Unread book in perfect condition.

Condizione: Good. Broadside. 11.5" x 9" Folded Sheet, Letterpress on Deckled Wove, Gilt Capital, Gothic Font, Red and Black Ink, Text within Light Green Decorative Border. [4 pp.]. Good with tiny marginal tears, else Very Good +. Scarce.