stojanovic srdjan (59 risultati)

Paperback. Condizione: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Softcover reprint of the original 1st ed. 2003.

Hardcover. Condizione: Good. 2003. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience.

XIV, 263 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Sprache: Englisch.

Condizione: acceptable. Book is considered to be in acceptable condition. The actual cover image may not match the stock photo. Book may have one or more of the following defects: noticeable wear on the cover dust jacket or spine; curved, dog eared or creased page s ; writing or highlighting inside or on the edges; sticker s or other adhesive on cover; CD DVD may not be included; and book may be a former library copy.

hardcover. Condizione: Good. Cover boards are lightly warping and cover shows minimal shelf wear. Pages are clean, text and pictures are intact and unmarred.

Very Good. UK stocked, available immediately. Hardcover, published by Springer in 2012. A very good copy throughout, with unmarked text. Weight (unpacked) is 562 grams.

Condizione: Gut. 43 Seiten; Das Heft befindet sich in einem ordentlich erhaltenen Zustand, in ENGLISCH ! Sprache: Englisch Gewicht in Gramm: 200.

25 cm 1 CD-ROM. XI, 481 p. Hardcover. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.

Condizione: Very Good. Near Fine. 2003 Springer Science - TELOS. Softcover. Black and white diagrams and illustrations. 481 pages. NOT Remaindered. NOT ex-library. Binding tight. Covers have very light edge and surface wear. Front cover has a light vertical crease near spine. Pages clean and unmarked. Carefully packed, shipped in a box.

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

Condizione: New. In.

Hardcover. Condizione: Brand New. 247 pages. 9.25x6.25x0.75 inches. In Stock.

ill. OPappband. 24 x 16 cm. Condizione: Sehr gut. XI, 481 Seiten. Leichte äußere Gebrauchsspuren, sonst einwandfrei Sprache: Englisch Gewicht in Gramm: 1950.

Condizione: New. In.

Paperback. Condizione: New.

Paperback. Condizione: Brand New. 277 pages. 9.25x6.10x0.64 inches. In Stock.

Condizione: New. In.

Condizione: New.

Dura. Condizione: New. Condizione sovraccoperta: Nuevo. No Aplica (illustratore). 0. Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book. Key features: - Entire book, writtenin Mathematica, is contained on a cross platform CD-ROM. - No previos knowledge of Mathematica programming is required. - The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized. - Monte-Carlo solutions of scalar and multivariable SDEs are developed and utilized heavility in discussing trading issues such as Black-Scholes hedging. - Black-Scholes and Dupire PDEs are solved sumbolically and numerically. - Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided. - Comprehensive study of optimal portfolio diversification, including Merton?s theory, and including an original theory of optimal portolio hedging undder non-Log Normal asset price dynnamics is presented. The Book is designed for the academic community of intructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors who want to solve various problems encountered when investing and trading in stocks and stock options. 880 gr. Libro.

Buch. Condizione: Neu. Neuware -This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.SrdjanD.Stojanovic isProfessor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 280 pp. Englisch.

Condizione: New. pp. 498.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).

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

Condizione: New. Provides an overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. This title includes sophisticated theories that are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Num Pages: 481 pages, biography. BIC Classification: KFFM2; UFM. Category: (UU) Undergraduate. Dimension: 243 x 171 x 33. Weight in Grams: 860. . 2002. Hardback. . . . .

Condizione: Hervorragend. Zustand: Hervorragend | Seiten: 280 | Sprache: Englisch | Produktart: Bücher | This book is written for quantitative finance professionals, students, educators, and mathematically inclined individual investors. It is about some of the latest developments in pricing, hedging, and investing in incomplete markets. With regard to pricing, two frameworks are fully elaborated: neutral and indifference pricing. With regard to hedging, the most conservative and relaxed hedging formulas are derived. With regard to investing, the neutral pricing methodology is also considered as a tool for connecting market asset prices with optimal positions in such assets.Srdjan D. Stojanovic is Professor in the Department of Mathematical Sciences at University of Cincinnati (USA) and Professor in the Center for Financial Engineering at Suzhou University (China).

Paperback. Condizione: Brand New. reprint edition. 481 pages. 9.00x6.00x1.00 inches. In Stock.

Taschenbuch. Condizione: Neu. Neuware -Given the explosion of interest in mathematical methods for solving problems in finance and trading, a great deal of research and development is taking place in universities, large brokerage firms, and in the supporting trading software industry. Mathematical advances have been made both analytically and numerically in finding practical solutions.This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Three kinds of solution methods are emphasized: symbolic, numerical, and Monte-- Carlo. Nowadays, only good personal computers are required to handle the symbolic and numerical methods that are developed in this book.Key features: \* No previous knowledge of Mathematica programming is required \* The symbolic, numeric, data management and graphic capabilities of Mathematica are fully utilized \* Monte--Carlo solutions of scalar and multivariable SDEs are developed and utilized heavily in discussing trading issues such as Black--Scholes hedging \* Black--Scholes and Dupire PDEs are solved symbolically and numerically \* Fast numerical solutions to free boundary problems with details of their Mathematica realizations are provided \* Comprehensive study of optimal portfolio diversification, including an original theory of optimal portfolio hedging under non-Log-Normal asset price dynamics is presentedThe book is designed for the academic community of instructors and students, and most importantly, will meet the everyday trading needs of quantitatively inclined professional and individual investors.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 496 pp. Englisch.

Condizione: New. This book provides a comprehensive overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. Sophisticated theories are presented systematically in a user-friendly style, and a powerful combin.

Condizione: New. Provides an overview of existing and original material, about what mathematics when allied with Mathematica can do for finance. This title includes sophisticated theories that are presented systematically in a user-friendly style, and a powerful combination of mathematical rigor and Mathematica programming. Num Pages: 481 pages, biography. BIC Classification: KFFM2; UFM. Category: (UU) Undergraduate. Dimension: 243 x 171 x 33. Weight in Grams: 860. . 2002. Hardback. . . . . Books ship from the US and Ireland.