9780387212920 - mathematics of financial markets di elliott, robert j; kopp, p. ekkehard (18 risultati)
Lingua: Inglese
Editore: Springer, New York, NY 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: West With The Night, Tucson, AZ, U.S.A.West With The Night
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Hard cover. 2nd 2005 ed. Sewn binding. Cloth over boards. 354 p. Contains: Unspecified. Audience: General/trade. Very good. light shelfwear to the cover.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Condizione: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
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Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: Studibuch, Stuttgart, GermaniaStudibuch
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hardcover. Condizione: Gut. 366 Seiten; 9780387212920.3 Gewicht in Gramm: 1.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: Used. pp. 368 2nd Edition.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: Majestic Books, Hounslow, , Regno UnitoMajestic Books
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Condizione: Used. pp. 368 Illus.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: Used. pp. 368.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: online-buch-de, Dozwil, , Svizzeraonline-buch-de
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Hardcover Oct 08, 2004. Condizione: gebraucht; wie neu. 2. edition, Hardcover, ungebraucht.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: New.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: New.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: Rarewaves.com USA, London, LONDO, Regno UnitoRarewaves.com USA
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Hardback. Condizione: New. Second Edition 2005. This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools draw…n from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed.The new edition adds substantial material from current areas of active research, notably:- a new chapter on coherent risk measures, with applications to hedging - a complete proof of the first fundamental theorem of asset pricing for general discrete market models the arbitrage interval for incomplete discrete-time markets - characterization of complete discrete-time markets, using extended models - risk and return and sensitivity analysis for the Black-Scholes model The treatment remains careful and detailed rather than comprehensive, with a clear focus on options. From here the reader can progress to the current research literature and the use of similar methods for more exotic financial instruments. The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based.The first edition has been used successfully in a wide range of Master's programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques.Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications. He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull.He is the author of Martingales and S.
Lingua: Inglese
Editore: Springer 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
- Rilegato
Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
- Rilegato
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
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Hardback. Condizione: New. Second Edition 2005. This book presents the mathematics that underpins pricing models for derivative securities, such as options, futures and swaps, in modern financial markets. The idealized continuous-time models built upon the famous Black-Scholes theory require sophisticated mathematical tools draw…n from modern stochastic calculus. However, many of the underlying ideas can be explained more simply within a discrete-time framework. This is developed extensively in this substantially revised second edition to motivate the technically more demanding continuous-time theory, which includes a detailed analysis of the Black-Scholes model and its generalizations, American put options, term structure models and consumption-investment problems. The mathematics of martingales and stochastic calculus is developed where it is needed.The new edition adds substantial material from current areas of active research, notably:- a new chapter on coherent risk measures, with applications to hedging - a complete proof of the first fundamental theorem of asset pricing for general discrete market models the arbitrage interval for incomplete discrete-time markets - characterization of complete discrete-time markets, using extended models - risk and return and sensitivity analysis for the Black-Scholes model The treatment remains careful and detailed rather than comprehensive, with a clear focus on options. From here the reader can progress to the current research literature and the use of similar methods for more exotic financial instruments. The text should prove useful to graduates with a sound mathematical background, ideally a knowledge of elementary concepts from measure-theoretic probability, who wish to understand the mathematical models on which the bewildering multitude of current financial instruments used in derivative markets and credit institutions is based.The first edition has been used successfully in a wide range of Master's programs in mathematical finance and this new edition should prove even more popular in this expanding market. It should equally be useful to risk managers and practitioners looking to master the mathematical tools needed for modern pricing and hedging techniques.Robert J. Elliott is RBC Financial Group Professor of Finance at the Haskayne School of Business at the University of Calgary, having held positions in mathematics at the University of Alberta, Hull, Oxford, Warwick, and Northwestern. He is the author of over 300 research papers and several books, including Stochastic Calculus and Applications, Hidden Markov Models (with Lahkdar Aggoun and John Moore) and, with Lakhdar Aggoun, Measure Theory and Filtering: Theory and Applications. He is an Associate Editor of Mathematical Finance, Stochastics and Stochastics Reports, Stochastic Analysis and Applications and the Canadian Applied Mathematics Quarterly. P. Ekkehard Kopp is Professor of Mathematics, and a former Pro-Vice-Chancellor, at the University of Hull.He is the author of Martingales and S.
Lingua: Inglese
Editore: Springer New York 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
- Rilegato
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Aimed at those who need to understand the mathematics behind the multitude of current financial instruments used in derivative markets, including risk managers and other practitionersBegins with the mathema…tics used in discrete-time models, which .
Lingua: Inglese
Editore: Springer-Verlag New York Inc. 2004
Serie: Springer Finance, Libro 52 di 53. Libro 52 di 53 - Springer Finance
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Da: THE SAINT BOOKSTORE, Southport, , Regno UnitoTHE SAINT BOOKSTORE
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Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
