EUR 108,75
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Aggiungi al carrelloHRD. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Da: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 106,40
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Aggiungi al carrelloCondizione: new.
EUR 116,71
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EUR 117,61
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 108,03
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Aggiungi al carrelloCondizione: New. In.
EUR 108,02
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EUR 118,11
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
EUR 141,57
Quantità: 3 disponibili
Aggiungi al carrelloCondizione: New. pp. xxii + 320 Illus.
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Prima edizione
EUR 134,25
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. . Num Pages: 344 pages, Illustrations. BIC Classification: KFFM2. Category: (P) Professional & Vocational. Dimension: 253 x 284 x 25. Weight in Grams: 774. . 2005. 1st Edition. Hardcover. . . . .
hardcover. Condizione: New. In shrink wrap. Looks like an interesting title!
EUR 140,37
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Very good.
Condizione: New. pp. xxii + 320.
EUR 119,14
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Aggiungi al carrelloCondizione: New. ANDREAS KYPRIANOU has a degree in Mathematics from Oxford University and a PhD in Probability Theory from Sheffield University. He has held academic positions in Mathematics and Statistics departments at The London School of Economics, Edinburgh University,.
Lingua: Inglese
Editore: John Wiley & Sons Limited, New Jersey, 2005
ISBN 10: 0470016841 ISBN 13: 9780470016848
Da: MARCIAL PONS LIBRERO, MADRID, M, Spagna
EUR 149,86
Quantità: 1 disponibili
Aggiungi al carrelloTAPA DURA. Condizione: New.
EUR 170,63
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. . Num Pages: 344 pages, Illustrations. BIC Classification: KFFM2. Category: (P) Professional & Vocational. Dimension: 253 x 284 x 25. Weight in Grams: 774. . 2005. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
EUR 146,73
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Neuware - Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Lévy process. Working with Lévy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Lévy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time, exotic derivatives are gaining increasing importance as financial instruments and are traded nowadays in large quantities in OTC markets. The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced Lévy markets, written by leading scientists in this field.In recent years, Lévy processes have leapt to the fore as a tractable mechanism for modeling asset returns. Exotic option values are especially sensitive to an accurate portrayal of these dynamics. This comprehensive volume provides a valuable service for financial researchers everywhere by assembling key contributions from the world's leading researchers in the field. Peter Carr, Head of Quantitative Finance, Bloomberg LPThis book provides a front-row seat to the hottest new field in modern finance: options pricing in turbulent markets. The old models have failed, as many a professional investor can sadly attest. So many of the brightest minds in mathematical finance across the globe are now in search of new, more accurate models. Here, in one volume, is a comprehensive selection of this cutting-edge research. Richard L. Hudson, former Managing Editor of The Wall Street Journal Europe, and co-author with Benoit B. Mandelbrot of The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward.
EUR 239,14
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 344 pages. 9.50x6.50x1.00 inches. In Stock.
EUR 241,65
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Da: THE SAINT BOOKSTORE, Southport, Regno Unito
EUR 129,43
Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Lingua: Inglese
Editore: John Wiley & Sons Inc, New York, 2005
ISBN 10: 0470016841 ISBN 13: 9780470016848
Da: CitiRetail, Stevenage, Regno Unito
Prima edizione Print on Demand
EUR 116,61
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: new. Hardcover. Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Levy process. Working with Levy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Levy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time, exotic derivatives are gaining increasing importance as financial instruments and are traded nowadays in large quantities in OTC markets. The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced Levy markets, written by leading scientists in this field. In recent years, Levy processes have leapt to the fore as a tractable mechanism for modeling asset returns. Exotic option values are especially sensitive to an accurate portrayal of these dynamics. This comprehensive volume provides a valuable service for financial researchers everywhere by assembling key contributions from the world's leading researchers in the field. Peter Carr, Head of Quantitative Finance, Bloomberg LP. This book provides a front-row seat to the hottest new field in modern finance: options pricing in turbulent markets. The old models have failed, as many a professional investor can sadly attest. So many of the brightest minds in mathematical finance across the globe are now in search of new, more accurate models. Here, in one volume, is a comprehensive selection of this cutting-edge research. Richard L. Hudson, former Managing Editor of The Wall Street Journal Europe, and co-author with Benoit B. Mandelbrot of The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. . This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Da: Revaluation Books, Exeter, Regno Unito
EUR 150,99
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 344 pages. 9.50x6.50x1.00 inches. In Stock. This item is printed on demand.