ISBN: 9780521175722 - discrete models of financial markets (15 risultati)

Condizione: New. pp. 192 Illustrated edition.

Condizione: New. pp. 192 10 Illus.

Condizione: New. pp. 192.

Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

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.

Condizione: New.

Condizione: New. An excellent basis for further study. Suitable even for readers with no mathematical background. Series: Mastering Mathematical Finance. Num Pages: 192 pages, 10 b/w illus. 95 exercises. BIC Classification: KCH; PBWH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 227 x 154 x 12. Weight in Grams: 318. . 2012. Illustrated. paperback. . . . .…

Condizione: New. In English.

Condizione: New. An excellent basis for further study. Suitable even for readers with no mathematical background. Series: Mastering Mathematical Finance. Num Pages: 192 pages, 10 b/w illus. 95 exercises. BIC Classification: KCH; PBWH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 227 x 154 x 12. Weight in Grams: 318. . 2012. Illustrated. paperback. . . . . Books ship from the US and Ireland.…

Paperback. Condizione: Brand New. 192 pages. 8.90x5.98x0.63 inches. In Stock.

Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems.…

PF. Condizione: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Paperback. Condizione: new. Paperback. This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the CoxRossRubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems. This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In this way the student learns how to tackle new problems. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. …

Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. All proofs are written in a user-friendly, step-by-step manner and following a natural flow of thought. In th.…

Taschenbuch. Condizione: Neu. Discrete Models of Financial Markets | Marek Capi¿ski (u. a.) | Taschenbuch | Kartoniert / Broschiert | Englisch | 2012 | Cambridge University Press | EAN 9780521175722 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand. …