9783540405023 - option theory with stochastic analysis: an introduction to mathematical finance di benth, fred espen (19 risultati)
Lingua: Inglese
Editore: Springer 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: Majestic Books, Hounslow, , Regno UnitoMajestic Books
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Condizione: New. pp. 180 Illus.
Lingua: Inglese
Editore: Springer 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. pp. 180.
Lingua: Inglese
Editore: Springer 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. pp. 180.
Lingua: Inglese
Editore: Springer 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.ThriftBooks-Atlanta
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Paperback. Condizione: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.
Lingua: Inglese
Editore: Springer 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: SMASS Sellers, IRVING, TX, U.S.A.SMASS Sellers
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Condizione: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
Lingua: Inglese
Editore: Springer 2004
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: Anybook.com, Lincoln, Regno UnitoAnybook.com
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:9783540405023.
Lingua: Inglese
Editore: Springer 2004
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
- Brossura
Da: Anybook.com, Lincoln, Regno UnitoAnybook.com
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Condizione: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Book contains pencil markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:9783540…405023.
Lingua: Inglese
Editore: Berlin ; Heidelberg ; New York ; Hong Kong ; London ; Milan ; Paris ; Tokyo : Springer 2004
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Da: Chiemgauer Internet Antiquariat GbR, Altenmarkt, BAY, GermaniaChiemgauer Internet Antiquariat GbR
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Originalbroschur. Condizione: Wie neu. ERSTAUSGABE. X, 162 Seiten : mit graphischen Darstellungen ; 24 cm FRISCHES, SEHR schönes Exemplar der ERSTAUSGABE. In excellent shape. We offer a lot of books on PHYSICS and MATHEMATICS on stock in EXCELLENT shape). Sprache: Englisch Gewicht in Gramm: 280.
Lingua: Inglese
Editore: SP SPRINGER 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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- Edizione Internazionale
Da: UK BOOKS STORE, London, LONDO, Regno UnitoUK BOOKS STORE
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Condizione: New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if t…he Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.
Lingua: Inglese
Editore: Berlin, Heidelberg: Springer-Verlag 2004
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: Antiquariat Bernhardt, Kassel, GermaniaAntiquariat Bernhardt
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Broschiert Broschiert. Condizione: Sehr gut. 162 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deuts…chen Post. Sprache: Englisch Gewicht in Gramm: 278.
Lingua: Inglese
Editore: Springer 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Lingua: Inglese
Editore: Springer 2003-11 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: Chiron Media, Wallingford, , Regno UnitoChiron Media
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PF. Condizione: New.
Lingua: Inglese
Editore: Springer 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
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paperback. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Springer Verlag 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: Revaluation Books, Exeter, , Regno UnitoRevaluation Books
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Paperback. Condizione: Brand New. 1st edition. 172 pages. German language. 9.00x5.75x0.50 inches. In Stock.
Lingua: Inglese
Editore: Springer, Springer Vieweg 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure, and used in th…e strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Nov 2003 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
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- Print on Demand
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 -Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure…, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques. 180 pp. Englisch.
Lingua: Inglese
Editore: Springer Berlin Heidelberg 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
- Brossura
- Print on Demand
Da: moluna, Greven, , Germaniamoluna
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EUR 55,78
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Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Very concise, requires only basic mathematical skills Describes the basic assumptions (empirical finance) underlying option theoryIncludes a big section on pricing using both pde-approach and… martingale approach (stochastic finance) .
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
- Brossura
- Prima edizione
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Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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EUR 72,80
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Paperback. Condizione: new. Paperback. The objective of this textbook is to provide a very basic and accessible introduction to option pricing, invoking only a minimum of stochastic analysis. Although short, it covers the theory essential to the statistical modeling of stocks, pricing of derivatives (general contingent claims) w…ith martingale theory, and computational finance including both finite-difference and Monte Carlo methods. The reader is led to an understanding of the assumptions inherent in the Black & Scholes theory, of the main idea behind deriving prices and hedges, and of the use of numerical methods to compute prices for exotic contracts. The author's style is compact and to-the-point, requiring of the reader only basic mathematical skills. In contrast to many books addressed to an audience with greater mathematical experience, it can appeal not only to students entering the discipline, but also to many practitioners, e.g. in industry, looking for an introduction to this theory without too much detail. Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Lingua: Inglese
Editore: Springer, Springer Vieweg Nov 2003 2003
Serie: Universitext, Libro 133 di 261. Libro 133 di 261 - Universitext
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 64,19
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure, an…d used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 180 pp. Englisch.
