Isbn: 9780521819169 - theory of financial risk and derivative pricing: from statistical physics to risk management (27 risultati)

Soft cover. Condizione: New. Condizione sovraccoperta: New. 2nd Edition. **International edition** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.…

Trade paperback. Condizione: New in new dust jacket. 2nd ed. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Glued binding. Paper over boards. With dust jacket. 379 p. Contains: Illustrations. Audience: General/trade.…

4to Hardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. 2nd Edition. 379p. Interior is unmarked on white pages. Binding is tight with hinges fully attached. Black cloth boards are clean with lightly bumped corners and silver lettering on spine. Dust jacket is glossy and unclipped with mild edge wear.…

hardcover. Condizione: As New. Looks brand new and unread but has ownership ink to title page. Please email for photos. Larger books or sets may require additional shipping charges. Books sent via US Postal.

Condizione: 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.

Condizione: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

Hardcover Feb 01, 2004. Condizione: gebraucht; gut. Hardcover ohne Schutzumschlag, mehrere Bleistiftmarkierungen radierbar.

Condizione: As New. Unread book in perfect condition.

Condizione: New. In.

Condizione: New.

Condizione: New.

Condizione: New.

Condizione: New. This 2003 book summarizes theoretical developments in statistical tools to measure financial markets, for students and professionals in econophysics and analytical markets. Num Pages: 400 pages, 20 tables. BIC Classification: KFF; KJMD; PBT; PHS. Category: (P) Professional & Vocational. Dimension: 247 x 174 x 22. Weight in Grams: 955. . 2003. 2nd Edition. hardcover. . . . . …

Condizione: As New. Unread book in perfect condition.

Hardback. Condizione: New. Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.…

Condizione: New. This 2003 book summarizes theoretical developments in statistical tools to measure financial markets, for students and professionals in econophysics and analytical markets. Num Pages: 400 pages, 20 tables. BIC Classification: KFF; KJMD; PBT; PHS. Category: (P) Professional & Vocational. Dimension: 247 x 174 x 22. Weight in Grams: 955. . 2003. 2nd Edition. hardcover. . . . . Books ship from the US and Ireland. …

Condizione: New. pp. 400 Indices.

Hardcover. Condizione: Brand New. 2nd edition. 400 pages. 10.00x7.00x0.75 inches. In Stock.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.…

Hardcover. Condizione: New.

Hardback. Condizione: New. Risk control and derivative pricing have become of major concern to financial institutions, and there is a real need for adequate statistical tools to measure and anticipate the amplitude of the potential moves of the financial markets. Summarising theoretical developments in the field, this 2003 second edition has been substantially expanded. Additional chapters now cover stochastic processes, Monte-Carlo methods, Black-Scholes theory, the theory of the yield curve, and Minority Game. There are discussions on aspects of data analysis, financial products, non-linear correlations, and herding, feedback and agent based models. This book has become a classic reference for graduate students and researchers working in econophysics and mathematical finance, and for quantitative analysts working on risk management, derivative pricing and quantitative trading strategies.…

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

Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Hardcover. Condizione: new. Hardcover. Summarizing market data developments, some inspired by statistical physics, this book explains how to better predict the actual behavior of financial markets with respect to asset allocation, derivative pricing and hedging, and risk control. Risk control and derivative pricing are major concerns to financial institutions. The need for adequate statistical tools to measure and anticipate amplitude of potential moves of financial markets is clearly expressed, in particular for derivative markets. Classical theories, however, are based on assumptions leading to systematic (sometimes dramatic) underestimation of risks. First edition Hb (2000): 0-521-78232-5 Summarizes recent theoretical developments inspired by statistical physics in the description of the potential moves in financial markets, and its application to derivative pricing and risk control. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The substantially expanded 2003 second edition of this ground-breaking book summarizes theoretical developments in statistical tools to measure financial markets. A classic reference for graduate students and researchers working in econophysics, and profess.…

Condizione: New. Print on Demand pp. 400 Illus.

Condizione: New. PRINT ON DEMAND pp. 400 94 Diagrams.