paperback. Condizione: Good. Fast shipping and order satisfaction guaranteed. A portion of your purchase benefits Non-Profit Organizations, First Aid and Fire Stations!
Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
Condizione: Good. 1 Edition. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
paperback. Condizione: New. 2004th Edition. Ships in a BOX from Central Missouri! Ships same or next business day. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 56,97
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Paperback. Condizione: new. New Copy. Customer Service Guaranteed.
Da: medimops, Berlin, Germania
EUR 48,01
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
Da: GreatBookPrices, Columbia, MD, U.S.A.
EUR 61,38
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
EUR 58,66
Quantità: 3 disponibili
Aggiungi al carrelloPAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Da: Speedyhen LLC, Hialeah, FL, U.S.A.
Condizione: NEW.
Da: California Books, Miami, FL, U.S.A.
EUR 70,07
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Da: Rarewaves.com USA, London, LONDO, Regno Unito
EUR 70,24
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: New. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time.The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance.
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 67,16
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: new.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Da: Rarewaves USA, OSWEGO, IL, U.S.A.
Paperback. Condizione: New. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time.The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., New York, NY, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Da: Grand Eagle Retail, Bensenville, IL, U.S.A.
Prima edizione
Paperback. Condizione: new. Paperback. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time.The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 58,65
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: New.
Da: Chiron Media, Wallingford, Regno Unito
EUR 60,21
Quantità: 3 disponibili
Aggiungi al carrelloPaperback. Condizione: New.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 65,97
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 67,13
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Chiron Media, Wallingford, Regno Unito
EUR 69,30
Quantità: Più di 20 disponibili
Aggiungi al carrelloPaperback. Condizione: New.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 72,42
Quantità: 3 disponibili
Aggiungi al carrelloPaperback / softback. Condizione: New. New copy - Usually dispatched within 3 working days.
Da: Revaluation Books, Exeter, Regno Unito
EUR 90,48
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 1st edition. 192 pages. 9.00x6.00x0.25 inches. In Stock.
Da: Speedyhen, Hertfordshire, Regno Unito
EUR 53,33
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: NEW.
Da: Mooney's bookstore, Den Helder, Paesi Bassi
EUR 93,81
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Very good.
EUR 69,23
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: New. Developed for the professional Master s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Has been tested in the classroom and revised over a period of several years  .
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Da: Rarewaves USA United, OSWEGO, IL, U.S.A.
Paperback. Condizione: New. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time.The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Da: Rarewaves.com UK, London, Regno Unito
EUR 65,61
Quantità: 2 disponibili
Aggiungi al carrelloPaperback. Condizione: New. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time.The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., New York, NY, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Da: AussieBookSeller, Truganina, VIC, Australia
Prima edizione
EUR 117,08
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: new. Paperback. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time.The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Da: Revaluation Books, Exeter, Regno Unito
EUR 65,47
Quantità: 1 disponibili
Aggiungi al carrelloPaperback. Condizione: Brand New. 1st edition. 192 pages. 9.00x6.00x0.25 inches. In Stock. This item is printed on demand.