Da: GreatBookPrices, Columbia, MD, U.S.A.
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Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 79,71
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Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 72,67
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Da: Chiron Media, Wallingford, Regno Unito
EUR 69,43
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Aggiungi al carrelloPaperback. Condizione: New.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 72,38
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 79,78
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 414.
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
EUR 87,38
Quantità: 15 disponibili
Aggiungi al carrelloCondizione: New. 2020. Paperback. . . . . .
Da: Revaluation Books, Exeter, Regno Unito
EUR 102,36
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 468 pages. 9.44x6.61x1.06 inches. In Stock.
Da: Kennys Bookstore, Olney, MD, U.S.A.
Condizione: New. 2020. Paperback. . . . . . Books ship from the US and Ireland.
Lingua: Inglese
Editore: Springer International Publishing, 2020
ISBN 10: 303039722X ISBN 13: 9783030397227
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 69,54
Quantità: 1 disponibili
Aggiungi al carrelloTaschenbuch. 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.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 127,39
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: New. New. book.
Lingua: Inglese
Editore: Springer International Publishing Jul 2020, 2020
ISBN 10: 303039722X ISBN 13: 9783030397227
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 69,54
Quantità: 2 disponibili
Aggiungi al carrelloTaschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 468 pp. Englisch.
Da: Majestic Books, Hounslow, Regno Unito
EUR 98,12
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. Print on Demand pp. 414.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 96,87
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 414.
Lingua: Inglese
Editore: Springer International Publishing, 2020
ISBN 10: 303039722X ISBN 13: 9783030397227
Da: moluna, Greven, Germania
EUR 60,06
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Mathematically rigorous and comprehensive introduction to arbitrage pricing in single- and multi-period models, including sub and super hedging in incomplete markets Careful selection of exercises Accessibility of topics by fully developing.