9783540434030 - financial markets in continuous time di dana, rose-anne; jeanblanc-picque, monique (16 risultati)
Lingua: Inglese
Editore: Springer 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
Da: Phatpocket Limited, Waltham Abbey, Regno UnitoPhatpocket Limited
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Condizione: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
Lingua: Inglese
Editore: Springer Verlag; 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
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Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germaniabooks4less (Versandantiquariat Petra Gros GmbH & Co. KG)
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EUR 44,95
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gebundene Ausgabe. Condizione: Gut. 324 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber und kann entsprechende Merkmale aufweisen (Rückenschild, Instituts-Stempel.). In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 630.
Lingua: Inglese
Editore: Springer 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
Da: Peak Pearl LLC, Holly Springs, U.S.A.Peak Pearl LLC
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EUR 53,58
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Hardcover. Condizione: As New. Like new, never been used.
Lingua: Inglese
Editore: Springer 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 60,60
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Condizione: New. In.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
Da: Rarewaves.com USA, London, Regno UnitoRarewaves.com USA
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EUR 76,77
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Hardback. Condizione: New. 2003 ed. In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset price…s are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory, and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.
Lingua: Inglese
Editore: Springer 2003
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
Da: Anybook.com, Lincoln, Regno UnitoAnybook.com
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EUR 61,25
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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 hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9783540434030.
Lingua: Inglese
Editore: Springer 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
Da: Books Puddle, New York, U.S.A.Books Puddle
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EUR 80,69
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Condizione: New. pp. 340.
Lingua: Inglese
Editore: Springer Verlag Gmbh & Co. Kg, Berlin 2003
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
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Da: MARCIAL PONS LIBRERO, MADRID, SpagnaMARCIAL PONS LIBRERO
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EUR 74,82
EUR 21,00 spedizioneSpedito da Spagna a U.S.A.Quantità: 1 disponibili
TAPA DURA. Condizione: New.
Lingua: Inglese
Editore: Springer 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
Da: BennettBooksLtd, Los Angeles, U.S.A.BennettBooksLtd
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EUR 103,45
EUR 6,03 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
hardcover. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: Springer, Springer Vieweg 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 53,49
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureate…s Black, Scholes and Merton. Asset prices are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory, and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.
Lingua: Inglese
Editore: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, DE 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
Da: Rarewaves.com UK, London, Regno UnitoRarewaves.com UK
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EUR 64,22
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Hardback. Condizione: New. 2003 ed. In modern financial practice, asset prices are modelled by means of stochastic processes, and continuous-time stochastic calculus thus plays a central role in financial modelling. This approach has its roots in the foundational work of the Nobel laureates Black, Scholes and Merton. Asset price…s are further assumed to be rationalizable, that is, determined by equality of demand and supply on some market. This approach has its roots in the foundational work on General Equilibrium of the Nobel laureates Arrow and Debreu and in the work of McKenzie. This book has four parts. The first brings together a number of results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory, and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Nov 2002 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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EUR 53,49
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book explains key financial concepts, mathematical tools and theories of mathematical finance. It is organized in four parts. The first brings together a number of results from discrete-time models. The second develops stochastic con…tinuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of equilibrium theory and applies this in financial markets. The last part tackles market incompleteness and the valuation of exotic options. 340 pp. Englisch.
Lingua: Inglese
Editore: Springer 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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EUR 78,84
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Condizione: New. Print on Demand pp. 340 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Lingua: Inglese
Editore: Springer 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: Biblios, frankfurt am main, GermaniaBiblios
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EUR 79,07
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Condizione: New. PRINT ON DEMAND pp. 340.
Lingua: Inglese
Editore: Springer Berlin Heidelberg 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: moluna, Greven, Germaniamoluna
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EUR 47,23
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Explains key financial concepts, mathematical tools and theories of mathematical financeRange of topics covered is very broad for an introductory textContains two separate appendices on Brownian motion and…on numerical methodsThi.
Lingua: Inglese
Editore: Springer, Springer Vieweg Nov 2002 2002
Serie: Springer Finance, Libro 9 di 53. Libro 9 di 53 - Springer Finance
- Rilegato
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,49
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book explains key financial concepts, mathematical tools and theories of mathematical finance. The range of topics covered is very broad for an introductory text. The book is organized in four parts. The first brings together a number of… results from discrete-time models. The second develops stochastic continuous-time models for the valuation of financial assets (the Black-Scholes formula and its extensions), for optimal portfolio and consumption choice, and for obtaining the yield curve and pricing interest rate products. The third part recalls some concepts and results of general equilibrium theory and applies this in financial markets. The last part is more advanced and tackles market incompleteness and the valuation of exotic options in a complete market.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 340 pp. Englisch.
