9781107002630 - Discrete Models of Financial Markets di Capi?ski, Marek; Kopp, Ekkehard (23 risultati)

Condizione: New.

Condizione: New.

Hardback. Condizione: New. 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.

Condizione: As New. Unread book in perfect condition.

Condizione: New. In.

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. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 234 x 153 x 17. Weight in Grams: 430. . 2012. Illustrated. hardcover. . . . .

Condizione: As New. Unread book in perfect condition.

Condizione: New. pp. 192.

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. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 234 x 153 x 17. Weight in Grams: 430. . 2012. Illustrated. hardcover. . . . . Books ship from the US and Ireland.

Hardcover. Condizione: Brand New. 181 pages. 9.00x6.00x0.50 inches. In Stock.

Hardback. Condizione: New. 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.

Buch. 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.

Condizione: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | An excellent basis for further study. Suitable even for readers with no mathematical background.

Hardcover. Condizione: new. Hardcover. 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 multiple locations in the US or from the UK, depending on stock availability.

Condizione: New. Print on Demand pp. 192 10 Illus.

Hardcover. Condizione: Brand New. 181 pages. 9.00x6.00x0.50 inches. In Stock. This item is printed on demand.

Condizione: New. PRINT ON DEMAND pp. 192.

Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 460.

Hardcover. Condizione: new. Hardcover. 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.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. &Uumlber den AutorMarek Capinski has published over 50 research papers and nine books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over 35 years he has been teaching these topi.

Hardcover. Condizione: new. Hardcover. 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 Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Buch. Condizione: Neu. Discrete Models of Financial Markets | Marek Capinski | Buch | Gebunden | Englisch | 2012 | Cambridge University Press | EAN 9781107002630 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.