Madan dilip b (32 risultati)
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Da: PAPER CAVALIER UK, London, Regno UnitoPAPER CAVALIER UK
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EUR 109,13
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Condizione: new. New.
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 110,60
EUR 14,10 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 119,45
EUR 10,50 spedizioneSpedito da Irlanda a U.S.A.Quantità: 2 disponibili
Condizione: New. 2022. New. Hardcover. . . . . .
Lingua: Inglese
Editore: Chapman and Hall/CRC 2010-01-15, 2010
Serie: Chapman and Hall/CRC Financial Mathematics, Libro 30 di 71. Libro 30 di 71 - Chapman and Hall/CRC Financial Mathematics
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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EUR 116,22
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Hardcover. Condizione: New.
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 135,15
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Da: California Books, Miami, FL, U.S.A.California Books
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EUR 147,82
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Condizione: New.
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 133,24
EUR 17,65 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New.
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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EUR 134,94
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Hardcover. Condizione: New.
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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EUR 154,39
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Condizione: As New. Unread book in perfect condition.
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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EUR 159,23
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Hardcover. Condizione: new. Hardcover. What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically at a zero time horizon…, with arrival rates at the core of the modeling. This book, aimed at practitioners and researchers in financial risk, delivers the theoretical framework and various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities. Targeting practitioners and researchers in financial risk, this book provides new ways of describing and valuing risk to deliver novel solutions to classical financial problems. All solutions are illustrated in detail using financial market data. Problems studied cover univariate and multivariate issues as well as static and dynamic modeling. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 145,81
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Hardcover. Condizione: Brand New. 281 pages. 9.61x6.69x0.69 inches. In Stock.
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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EUR 152,29
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Condizione: New. 2022. New. Hardcover. . . . . . Books ship from the US and Ireland.
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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EUR 156,33
EUR 17,65 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: As New. Unread book in perfect condition.
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Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
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EUR 180,11
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Hardback. Condizione: New. What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically at a zero time horizon, with arriv…al rates at the core of the modeling. This book, aimed at practitioners and researchers in financial risk, delivers the theoretical framework and various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities.
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Da: moluna, Greven, Germaniamoluna
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EUR 144,48
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Condizione: New. Targeting practitioners and researchers in financial risk, this book provides new ways of describing and valuing risk to deliver novel solutions to classical financial problems. All solutions are illustrated in detail using financial market data. Problems s.
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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EUR 196,61
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Condizione: New. New edition NO-PA16APR2015-KAP.
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 195,60
EUR 14,71 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 281 pages. 9.61x6.69x0.69 inches. In Stock.
Lingua: Inglese
Editore: Chapman & Hall, 2008
Serie: Chapman and Hall/CRC Financial Mathematics, Libro 9 di 71. Libro 9 di 71 - Chapman and Hall/CRC Financial Mathematics
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 200,39
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Paperback. Condizione: Brand New. 1st edition. 472 pages. 9.96x6.97x0.91 inches. In Stock.
Lingua: Inglese
Editore: Chapman & Hall, 2007
Serie: Chapman and Hall/CRC Financial Mathematics, Libro 6 di 71. Libro 6 di 71 - Chapman and Hall/CRC Financial Mathematics
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 227,19
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Hardcover. Condizione: Brand New. 1st edition. 444 pages. 9.50x6.50x1.25 inches. In Stock.
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Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
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EUR 169,58
EUR 76,48 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardback. Condizione: New. What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically at a zero time horizon, with arriv…al rates at the core of the modeling. This book, aimed at practitioners and researchers in financial risk, delivers the theoretical framework and various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities.
Introduction to Credit Risk Modeling (Chapman & Hall/CRC Financial Mathematics Series)
Christian Bluhm,Ludger Overbeck,Christoph Wagner,M.A.H. Dempster,Dilip B. Madan,Rama Cont
Lingua: Inglese
Editore: Chapman and Hall/CRC 2010-06-02, 2010
Serie: Chapman and Hall/CRC Financial Mathematics, Libro 34 di 71. Libro 34 di 71 - Chapman and Hall/CRC Financial Mathematics
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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EUR 234,38
EUR 18,22 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: New.
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Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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EUR 232,51
EUR 32,38 spedizioneSpedito da Australia a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically at a zero time horizon…, with arrival rates at the core of the modeling. This book, aimed at practitioners and researchers in financial risk, delivers the theoretical framework and various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities. Targeting practitioners and researchers in financial risk, this book provides new ways of describing and valuing risk to deliver novel solutions to classical financial problems. All solutions are illustrated in detail using financial market data. Problems studied cover univariate and multivariate issues as well as static and dynamic modeling. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 285,30
EUR 17,65 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 841 pages. 9.25x6.50x2.00 inches. In Stock.
Lingua: Inglese
Editore: Chapman & Hall, 2007
Serie: Chapman and Hall/CRC Financial Mathematics, Libro 7 di 71. Libro 7 di 71 - Chapman and Hall/CRC Financial Mathematics
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 299,51
EUR 14,71 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: Brand New. 1st edition. 312 pages. 9.50x6.50x0.75 inches. In Stock.
Lingua: Inglese
Editore: Chapman & Hall, 2010
Serie: Chapman and Hall/CRC Financial Mathematics, Libro 34 di 71. Libro 34 di 71 - Chapman and Hall/CRC Financial Mathematics
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 355,86
EUR 14,71 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 2 disponibili
Hardcover. Condizione: Brand New. 2nd edition. 384 pages. 9.61x6.46x0.98 inches. In Stock.
Lingua: Inglese
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- Print on Demand
Da: S N Books World, Delhi, IndiaS N Books World
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EUR 27,03
Spedizione gratuitaSpedito da India a U.S.A.Quantità: 18 disponibili
Aggiungi al carrelloLeatherBound. Condizione: New. BOOKS ARE EXEMPT FROM IMPORT DUTIES AND TARIFFS; NO EXTRA CHARGES APPLY. Leatherbound edition. Condition: New. Leather Binding on Spine and Corners with Golden leaf printing on spine. Bound in genuine leather with Satin ribbon page markers and Spine with raised gilt bands. Pages: 42. A perfect gift… for your loved ones. Reprinted from 1976 edition. NO changes have been made to the original text. This is NOT a retyped or an ocr'd reprint. Illustrations, Index, if any, are included in black and white. Each page is checked manually before printing. As this print on demand book is reprinted from a very old book, there could be some missing or flawed pages, but we always try to make the book as complete as possible. Fold-outs, if any, are not part of the book. If the original book was published in multiple volumes then this reprint is of only one volume, not the whole set. IF YOU WISH TO ORDER PARTICULAR VOLUME OR ALL THE VOLUMES YOU CAN CONTACT US. Resized as per current standards. Sewing binding for longer life, where the book block is actually sewn (smythe sewn/section sewn) with thread before binding which results in a more durable type of binding. Language: English Pages: 42.
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- Print on Demand
Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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EUR 151,19
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Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
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- Print on Demand
Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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EUR 151,47
EUR 43,53 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
Hardcover. Condizione: new. Hardcover. What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time? All activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically at a zero time horizon…, with arrival rates at the core of the modeling. This book, aimed at practitioners and researchers in financial risk, delivers the theoretical framework and various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities. Targeting practitioners and researchers in financial risk, this book provides new ways of describing and valuing risk to deliver novel solutions to classical financial problems. All solutions are illustrated in detail using financial market data. Problems studied cover univariate and multivariate issues as well as static and dynamic modeling. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 204,92
EUR 7,65 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand.
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- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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EUR 205,89
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND.
