9783031012716 - lectures on financial mathematics: discrete asset pricing di anderson, greg; kercheval, alec (10 risultati)
Lingua: Inglese
Editore: Springer, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. 1st edition NO-PA16APR2015-KAP.
Lingua: Inglese
Editore: Springer International Publishing, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 60,70 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the set of possib…le trading times--this includes the popular binomial tree model. This setting has the advantage of being fairly general while not requiring a sophisticated understanding of analysis at the graduate level. Topics include understanding the several variants of 'arbitrage', the fundamental theorems of asset pricing in terms of martingale measures, and applications to forwards and futures. The authors' motivation is to present the material in a way that clarifies as much as possible why the often confusing basic facts are true. Therefore the ideas are organized from a mathematical point of view with the emphasis on understanding exactly what is under the hood and how it works. Every effort is made to include complete explanations and proofs, and the reader is encouraged to work through the exercises throughout the book. The intended audience is students and other readers who have an undergraduate background in mathematics, including exposure to linear algebra, some advanced calculus, and basic probability. The book has been used in earlier forms with students in the MS program in Financial Mathematics at Florida State University, and is a suitable text for students at that level. Students who seek a second look at these topics may also find this book useful. Table of Contents: Overture: Single-Period Models / The General Discrete Model / The Fundamental Theorems of Asset Pricing / Forwards and Futures / Incomplete Markets.
Lingua: Inglese
Editore: Springer, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
- Brossura
Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. Lectures on Financial Mathematics | Discrete Asset Pricing | Alec Kercheval (u. a.) | Taschenbuch | xi | Englisch | 2010 | Springer | EAN 9783031012716 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter:… preigu.
Lingua: Inglese
Editore: Springer, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
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- Print on Demand
Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
- Brossura
- Print on Demand
Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
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EUR 37,07
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Condizione: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days.
Lingua: Inglese
Editore: Springer, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
- Brossura
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New. Print on Demand.
Lingua: Inglese
Editore: Springer, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
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- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND.
Lingua: Inglese
Editore: Springer International Publishing Aug 2010, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is t…he set of possible trading times--this includes the popular binomial tree model. This setting has the advantage of being fairly general while not requiring a sophisticated understanding of analysis at the graduate level. Topics include understanding the several variants of 'arbitrage', the fundamental theorems of asset pricing in terms of martingale measures, and applications to forwards and futures. The authors' motivation is to present the material in a way that clarifies as much as possible why the often confusing basic facts are true. Therefore the ideas are organized from a mathematical point of view with the emphasis on understanding exactly what is under the hood and how it works. Every effort is made to include complete explanations and proofs, and the reader is encouraged to work through the exercises throughout the book. The intended audience is students and other readers who have an undergraduate background in mathematics, including exposure to linear algebra, some advanced calculus, and basic probability. The book has been used in earlier forms with students in the MS program in Financial Mathematics at Florida State University, and is a suitable text for students at that level. Students who seek a second look at these topics may also find this book useful. Table of Contents: Overture: Single-Period Models / The General Discrete Model / The Fundamental Theorems of Asset Pricing / Forwards and Futures / Incomplete Markets 64 pp. Englisch.
Lingua: Inglese
Editore: Springer, Berlin|Springer International Publishing|Morgan & Claypool|Springer, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
- Brossura
- Print on Demand
Da: moluna, Greven, Germaniamoluna
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is fin…ite and so is the set of possible trading.
Lingua: Inglese
Editore: Springer International Publishing, Springer Aug 2010, 2010
Serie: Synthesis Lectures on Mathematics & Statistics, Libro 6 di 72. Libro 6 di 72 - Synthesis Lectures on Mathematics & Statistics
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 21,39
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This is a short book on the fundamental concepts of the no-arbitrage theory of pricing financial derivatives. Its scope is limited to the general discrete setting of models for which the set of possible states is finite and so is the s…et of possible trading times--this includes the popular binomial tree model. This setting has the advantage of being fairly general while not requiring a sophisticated understanding of analysis at the graduate level. Topics include understanding the several variants of 'arbitrage', the fundamental theorems of asset pricing in terms of martingale measures, and applications to forwards and futures. The authors' motivation is to present the material in a way that clarifies as much as possible why the often confusing basic facts are true. Therefore the ideas are organized from a mathematical point of view with the emphasis on understanding exactly what is under the hood and how it works. Every effort is made to include complete explanations and proofs, and the reader is encouraged to work through the exercises throughout the book. The intended audience is students and other readers who have an undergraduate background in mathematics, including exposure to linear algebra, some advanced calculus, and basic probability. The book has been used in earlier forms with students in the MS program in Financial Mathematics at Florida State University, and is a suitable text for students at that level. Students who seek a second look at these topics may also find this book useful. Table of Contents: Overture: Single-Period Models / The General Discrete Model / The Fundamental Theorems of Asset Pricing / Forwards and Futures / Incomplete MarketsSpringer-Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 64 pp. Englisch.
