Koch medina (42 risultati)

paperback. Condizione: Very Good. Rowman and Littlefield Publishers; Lanham, 2006. Trade paperback. A Very Good, binding sturdy and intact, some handling/scuff marks to covers, bit of cover edge/corner wear, scuff marks and scattered foxing to text block edges, bottom front cover corner and bottom corner of first 56 pages slightly bent, a nice, clean and unmarked copy in wraps. 8vo[octavo or approx. 6 x 9], 596pp., appendix. We pack securely and ship daily w/delivery confirmation on every book. The picture on the listing page is of the actual book for sale. Additional Scan(s) are available for any item, please inquire.Please note: Oversized books/sets MAY require additional postage then what is quoted for 2.2lb book.…

Condizione: New. pp. 344.

Condizione: New. pp. 344 Illus.

Condizione: New. pp. 344.

Condizione: New.

Condizione: As New. Unread book in perfect condition.

Condizione: New. In English.

Condizione: New. In English.

Paperback. Condizione: New.

Paperback. Condizione: New.

Condizione: New.

Broschiert Broschiert. Condizione: Sehr gut. VIII, 328 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 660.…

Condizione: As New. Unread book in perfect condition.

Condizione: New. 2020. Paperback. . . . . .

Condizione: New. pp. 414.

Condizione: New. This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional toolbox in the financial industry. It provides great insight into the underlying economic ideas in a very readable form, putting the reader in an excellent position to proceed to the more general continuous-time theory. Num Pages: 328 pages, 1 black & white illustrations, biography. BIC Classification: KFFM; PBT; PBW. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 18. Weight in Grams: 483. . 2002. Paperback. . . . . …

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.

Paperback. Condizione: Brand New. 468 pages. 9.44x6.61x1.06 inches. In Stock.

Condizione: New. 2020. Paperback. . . . . . Books ship from the US and Ireland.

Condizione: New. This self-contained book presents the theory underlying the valuation of derivative financial instruments, which is becoming a standard part of the professional toolbox in the financial industry. It provides great insight into the underlying economic ideas in a very readable form, putting the reader in an excellent position to proceed to the more general continuous-time theory. Num Pages: 328 pages, 1 black & white illustrations, biography. BIC Classification: KFFM; PBT; PBW. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 18. Weight in Grams: 483. . 2002. Paperback. . . . . Books ship from the US and Ireland. …

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

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

Condizione: New.

Condizione: New.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the mathematics of arbitrage pricing in a discrete-time, finite-state economy in which a finite number of securities are traded. In a first step, various versions of the Fundamental Theorem of Asset Pricing, i.e., characterizations of when a market does not admit arbitrage opportunities, are proved. The book then focuses on incomplete markets where the main concern is to obtain a precise description of the set of 'market-consistent' prices for nontraded financial contracts, i.e. the set of prices at which such contracts could be transacted between rational agents.Both European-type and American-type contracts are considered. A distinguishing feature of this book is its emphasis on market-consistent prices and a systematic description of pricing rules, also at intermediate dates. The benefits of this approach are most evident in the treatment of American options, which is novel in terms of both the presentation and the scope, while also presenting new results.The focus on discrete-time, finite-state models makes it possible to cover all relevant topics while requiring only a moderate mathematical background on the part of the reader. The book will appeal to mathematical finance and financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to get acquainted with a modern applied topic; and mathematicians, physicists and quantitatively inclined economists working or planning to work in the financial industry.…

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - On what grounds can one reasonably expect that a complex financial contract solving a complex real-world issue does not deserve the same thorough scientific treatment as an aeroplane wing or a micro-proces sor Only ignorance would suggest such an idea. E. Briys and F. De Varenne The objective of this book is to give a self-contained presentation of that part of mathematical finance devoted to the pricing of derivative instruments. During the past two decades the pricing of financial derivatives - or more generally: mathematical finance - has steadily won in importance both within the financial services industry and within the academic world. The complexity of the mathemat ics needed to master derivatives techniques naturally resulted in a high demand for quantitatively oriented professionals (mostly mathematicians and physicists) in the banking and insurance world. This in turn triggered a demand for university courses on the relevant topics and at the same time confronted the mathematical community with an interesting field of application for many techniques that had originally been developed for other purposes. Most probably this development was accelerated by an ever more applied orientation of the mathematics curriculum and the fact that finance institutions were often willing to generously support research in this field.…

Taschenbuch. Condizione: Neu. Market-Consistent Prices | An Introduction to Arbitrage Theory | Pablo Koch-Medina (u. a.) | Taschenbuch | xix | Englisch | 2020 | Birkhäuser | EAN 9783030397227 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

hardcover. Condizione: Gut. 264 Seiten; 9780582096356.3 Gewicht in Gramm: 1.

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

Condizione: As New. Unread book in perfect condition.