Da: Anybook.com, Lincoln, Regno Unito
EUR 54,57
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: Good. Volume 36. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1150grams, ISBN:9783540209669.
Da: medimops, Berlin, Germania
EUR 97,71
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: 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.
Lingua: Inglese
Editore: Springer International Publishing AG, Berlin, 2005
ISBN 10: 3540209662 ISBN 13: 9783540209669
Da: MARCIAL PONS LIBRERO, MADRID, M, Spagna
EUR 105,19
Quantità: 1 disponibili
Aggiungi al carrelloTAPA DURA. Condizione: New.
Condizione: New.
Condizione: Acceptable. Item in acceptable condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.
Da: online-buch-de, Dozwil, Svizzera
EUR 93,60
Quantità: 1 disponibili
Aggiungi al carrelloHardcover Jan 01, 2005. Condizione: gebraucht; wie neu.
Condizione: As New. Unread book in perfect condition.
Da: California Books, Miami, FL, U.S.A.
EUR 137,05
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
hardcover. Condizione: New. In shrink wrap. Looks like an interesting title!
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 127,40
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. In.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 127,39
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New.
Da: Books Puddle, New York, NY, U.S.A.
Condizione: New. pp. 660 Corrected 3nd Printing Edition.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 129,16
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Majestic Books, Hounslow, Regno Unito
EUR 144,58
Quantità: 1 disponibili
Aggiungi al carrelloCondizione: New. pp. 660 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Da: AHA-BUCH GmbH, Einbeck, Germania
EUR 128,39
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail.The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspectivethroughout is that the choice of a model should be basedon the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Da: Revaluation Books, Exeter, Regno Unito
EUR 185,92
Quantità: 2 disponibili
Aggiungi al carrelloHardcover. Condizione: Brand New. 2nd edition. 636 pages. 9.25x6.50x1.75 inches. In Stock.
Da: Mispah books, Redhill, SURRE, Regno Unito
EUR 185,54
Quantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: Like New. Like New. book.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Nov 2004, 2004
ISBN 10: 3540209662 ISBN 13: 9783540209669
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
EUR 128,39
Quantità: 2 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail.The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspectivethroughout is that the choice of a model should be basedon the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling. 740 pp. Englisch.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2004
ISBN 10: 3540209662 ISBN 13: 9783540209669
Da: moluna, Greven, Germania
EUR 109,83
Quantità: Più di 20 disponibili
Aggiungi al carrelloCondizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Has sold over 8000 copies since release in 1997Bridges the mathematical theory and industry practice of option pricing at the ideal level for both audiencesBrand new chapter on volatility riskA new edition of a successful, well-e.
Lingua: Inglese
Editore: Springer, Springer Vieweg Nov 2004, 2004
ISBN 10: 3540209662 ISBN 13: 9783540209669
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
EUR 128,39
Quantità: 1 disponibili
Aggiungi al carrelloBuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail.The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be basedon the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 740 pp. Englisch.
Da: Biblios, Frankfurt am main, HESSE, Germania
EUR 180,91
Quantità: 4 disponibili
Aggiungi al carrelloCondizione: New. PRINT ON DEMAND pp. 660.