9780817683870 - the interval market model in mathematical finance: game-theoretic methods di bernhard, pierre; engwerda, jacob c.; roorda, berend; schumacher, j. m.; kolokoltsov, vassili; saint-pierre, patrick; aubin, jean-pierre (16 risultati)
Lingua: Inglese
Editore: New York, NY, Springer., 2013
Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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XVI, 346 p. 64 illusl. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Static & Dynamic Game Theory: Foundations & Applica…tions. Sprache: Englisch.
The Interval Market Model in Mathematical Finance: Game-Theoretic Methods (Static & Dynamic Game Theory: Foundations & Applications)
Bernhard, Pierre; Engwerda, Jacob C.; Roorda, Berend; Schumacher, J.M.; Kolokoltsov, Vassili; Saint-Pierre, Patrick; Aubin, Jean-Pierre
Lingua: Inglese
Editore: Birkhäuser, 2012
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Editore: Birkhäuser, 2012
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The Interval Market Model In Mathematica
Aubin, Jean-Pierre; Bernhard, Pierre; Engwerda, Jacob; Kolokoltsov, Vassili N.; Roorda, Berend; Schumacher, Johannes M.; Saint-Pierre, Patrick
Lingua: Inglese
Editore: Birkhauser Boston Inc, 2012
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Condizione: New. Written by seven of the most prominent pioneers of the interval market model and game-theoretic approach to finance, this book provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. Series: Static & Dynamic Game Theory: Foundations & Applica…tions. Num Pages: 364 pages, 6 black & white tables, biography. BIC Classification: KCA; KCH; KF; PBUD; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 20. Weight in Grams: 707. . 2012. Hardback. . . . .
Lingua: Inglese
Editore: Springer, 2012
Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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Condizione: New. pp. 364.
The Interval Market Model In Mathematica
Aubin, Jean-Pierre; Bernhard, Pierre; Engwerda, Jacob; Kolokoltsov, Vassili N.; Roorda, Berend; Schumacher, Johannes M.; Saint-Pierre, Patrick
Lingua: Inglese
Editore: Birkhauser Boston Inc, 2012
Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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Condizione: New. Written by seven of the most prominent pioneers of the interval market model and game-theoretic approach to finance, this book provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. Series: Static & Dynamic Game Theory: Foundations & Applica…tions. Num Pages: 364 pages, 6 black & white tables, biography. BIC Classification: KCA; KCH; KF; PBUD; PBW. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 20. Weight in Grams: 707. . 2012. Hardback. . . . . Books ship from the US and Ireland.
The Interval Market Model in Mathematical Finance: Game-theoretic Methods
Aubin, Jean-Pierre/ Bernhard, Pierre/ Engwerda, Jacob C./ Kolokoltsov, Vassili/ Roorda, Berend
Lingua: Inglese
Editore: Birkhauser, 2012
Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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Hardcover. Condizione: Brand New. 2013 edition. 362 pages. 9.25x6.25x1.00 inches. In Stock.
Lingua: Inglese
Editore: Springer New York, 2012
Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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Da: moluna, Greven, Germaniamoluna
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Condizione: New.
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Editore: Springer New York, Springer New York, 2012
Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion 'Samuelson' market model (also known as the Black-Schole…s model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: probability-free Black-Scholes theory; fair-price interval of an option; representation formulas and fast algorithms for option pricing; rainbow options; tychastic approach of mathematical finance based upon viability theory.This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background.
The Interval Market Model in Mathematical Finance: Game-Theoretic Methods (Static & Dynamic Game Theory: Foundations & Applications)
Bernhard, Pierre, Engwerda, Jacob C., Roorda, Berend, Schuma
Lingua: Inglese
Editore: Birkhäuser, 2012
Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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Condizione: new. Questo è un articolo print on demand.
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Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion 'Samuelson' market model (also known as…the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: probability-free Black-Scholes theory; fair-price interval of an option; representation formulas and fast algorithms for option pricing; rainbow options; tychastic approach of mathematical finance based upon viability theory.This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background. 364 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2012
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Condizione: New. Print on Demand pp. 364 64 Illus.
Lingua: Inglese
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Condizione: New. PRINT ON DEMAND pp. 364.
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance.These theories didaway with the standard stochastic geometric diffusion ¿Samuelson¿ market model (also known as the Bl…ack-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approachesto complement or replace stochastic methods.Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methodsassembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely relatedmodeling techniquesfor an array of problems in mathematical economics. The book isdivided into five parts, which successively address topics including: probability-free Black-Scholes theory; fair-price interval of an option; representation formulas and fast algorithms for option pricing; rainbow options; tychastic approach of mathematical finance based upon viability theory.This book providesa welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. Itis a worthwhile resource for researchers in applied mathematics and quantitative finance,and has also beenwritten in a manneraccessible to financially-inclined readers with a limited technical background.Springer Nature c/o IBS, Benzstrasse 21, 48619 Heek 364 pp. Englisch.
Altre immaginiLingua: Inglese
Editore: Springer, 2012
Serie: Static & Dynamic Game Theory: Foundations & Applications, Libro 3 di 12. Libro 3 di 12 - Static & Dynamic Game Theory: Foundations & Applications
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Buch. Condizione: Neu. The Interval Market Model in Mathematical Finance | Game-Theoretic Methods | Pierre Bernhard (u. a.) | Buch | Static & Dynamic Game Theory: Foundations & Applications | xvi | Englisch | 2012 | Springer | EAN 9780817683870 | Verantwortliche Person für die EU: Springer Basel AG in Springer Science + Business… Media, Heidelberger Platz 3, 14197 Berlin, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
