Springer finance - 9783540659433 - exponential functionals of brownian motion and related processes di yor, marc (16 risultati)
Lingua: Inglese
Editore: Berlin, Springer, 2001
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Da: Antiquariat Bookfarm, Löbnitz, GermaniaAntiquariat Bookfarm
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EUR 29,40
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Softcover. Condizione: Gut. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-01667 9783540659433 Sprache: Englisch Gewicht in Gramm: 550.
Lingua: Inglese
Editore: Springer, 2001
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 60,89
EUR 13,94 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In.
Lingua: Inglese
Editore: Springer 2001-08, 2001
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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EUR 57,29
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PF. Condizione: New.
Lingua: Inglese
Editore: Springer, 2001
- Brossura
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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EUR 77,52
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Condizione: New. pp. 218.
Lingua: Inglese
Editore: Berlin, Heidelberg, New York: Springer, 2001
- Brossura
Da: Antiquariat Bernhardt, Kassel, GermaniaAntiquariat Bernhardt
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Ottimo
EUR 35,00
EUR 49,90 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Broschiert Broschiert. Condizione: Sehr gut. VII, 203 S., 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 deut…schen Post. Sprache: Englisch Gewicht in Gramm: 328.
Lingua: Inglese
Editore: Springer Verlag, 2001
- Brossura
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 77,37
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Paperback. Condizione: Brand New. 1st edition. 203 pages. 9.25x6.25x0.50 inches. In Stock.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2001
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Da: moluna, Greven, Germaniamoluna
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EUR 48,37
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2013
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Da: Roland Antiquariat UG haftungsbeschränkt, Weinheim, GermaniaRoland Antiquariat UG haftungsbeschränkt
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EUR 70,00
EUR 42,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
216 p. Unread book. Very good condition. Like new. Miimum traces of storage. 9783540659433 Sprache: Englisch Gewicht in Gramm: 331 Softcover: 15.5 x 1.2 x 23.5 cm Softcover reprint of the original 1st ed. 2001.
Lingua: Inglese
Editore: Springer, Springer Vieweg, 2001
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,49
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph contains: - ten papers written by the author, and co-authors, between December 1988 and October 1998 about certain exponential functionals of Brownian motion and related processes, which have been, and still are, of interest, during… at least the last decade, to researchers in Mathematical finance; - an introduction to the subject from the view point of Mathematical Finance by H. Geman. The origin of my interest in the study of exponentials of Brownian motion in relation with mathematical finance is the question, first asked to me by S. Jacka in Warwick in December 1988, and later by M. Chesney in Geneva, and H. Geman in Paris, to compute the price of Asian options, i. e. : to give, as much as possible, an explicit expression for: (1) where A~v) = I~ dsexp2(Bs + liS), with (Bs,s::::: 0) a real-valued Brownian motion. Since the exponential process of Brownian motion with drift, usually called: geometric Brownian motion, may be represented as: t ::::: 0, (2) where (Rt), u ::::: 0) denotes a 15-dimensional Bessel process, with 5 = 2(1I+1), it seemed clear that, starting from (2) [which is analogous to Feller's repre sentation of a linear diffusion X in terms of Brownian motion, via the scale function and the speed measure of X], it should be possible to compute quan tities related to (1), in particular: in hinging on former computations for Bessel processes.
Lingua: Inglese
Editore: Springer, 2001
- Brossura
Da: BennettBooksLtd, Los Angeles, CA, U.S.A.BennettBooksLtd
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 119,24
EUR 5,98 spedizioneSpedito in U.S.A.Quantità: 1 disponibili
paperback. Condizione: New. In shrink wrap. Looks like an interesting title.
Lingua: Inglese
Editore: J.B. Metzler, 2001
- Brossura
Da: Buchpark, Trebbin, GermaniaBuchpark
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Ottimo
EUR 29,50
EUR 105,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Condizione: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | This monograph contains: - ten papers written by the author, and co-authors, between December 1988 and October 1998 about certain exponential functionals of Brownian motion and related processes, which have been, and still are, of interest, during… at least the last decade, to researchers in Mathematical finance; - an introduction to the subject from the view point of Mathematical Finance by H. Geman. The origin of my interest in the study of exponentials of Brownian motion in relation with mathematical finance is the question, first asked to me by S. Jacka in Warwick in December 1988, and later by M. Chesney in Geneva, and H. Geman in Paris, to compute the price of Asian options, i. e. : to give, as much as possible, an explicit expression for: (1) where A~v) = I~ dsexp2(Bs + liS), with (Bs,s::::: 0) a real-valued Brownian motion. Since the exponential process of Brownian motion with drift, usually called: geometric Brownian motion, may be represented as: t ::::: 0, (2) where (Rt), u ::::: 0) denotes a 15-dimensional Bessel process, with 5 = 2(1I+1), it seemed clear that, starting from (2) [which is analogous to Feller's repre sentation of a linear diffusion X in terms of Brownian motion, via the scale function and the speed measure of X], it should be possible to compute quan tities related to (1), in particular: in hinging on former computations for Bessel processes.
Lingua: Inglese
Editore: Springer, 2013
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Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermaniaBUCHSERVICE / ANTIQUARIAT Lars Lutzer
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 189,00
EUR 39,95 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Condizione: gut. 2013. Exponential Functionals of Brownian Motion and Related Processes (Springer Finance) In deutscher Sprache. pages.
Lingua: Inglese
Editore: Springer, 2001
- Brossura
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 76,27
EUR 7,56 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand pp. 218 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Lingua: Inglese
Editore: Springer, 2001
- Brossura
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 78,42
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Condizione: New. PRINT ON DEMAND pp. 218.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Aug 2001, 2001
- Brossura
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 74,85
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. Throughout the volume, connections with more recent studies involving exp…onential functionals of Lévy processes are indicated. Some papers originally published in French are made available in English for the first time. 216 pp. Englisch.
Lingua: Inglese
Editore: Springer, Springer Vieweg Aug 2001, 2001
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,49
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 monograph contains: - ten papers written by the author, and co-authors, between December 1988 and October 1998 about certain exponential functionals of Brownian motion and related processes, which have been, and still are, of inte…rest, during at least the last decade, to researchers in Mathematical finance; - an introduction to the subject from the view point of Mathematical Finance by H. Geman. The origin of my interest in the study of exponentials of Brownian motion in relation with mathematical finance is the question, first asked to me by S. Jacka in Warwick in December 1988, and later by M. Chesney in Geneva, and H. Geman in Paris, to compute the price of Asian options, i. e. : to give, as much as possible, an explicit expression for: (1) where A~v) = I~ dsexp2(Bs + liS), with (Bs,s::::: 0) a real-valued Brownian motion. Since the exponential process of Brownian motion with drift, usually called: geometric Brownian motion, may be represented as: t ::::: 0, (2) where (Rt), u ::::: 0) denotes a 15-dimensional Bessel process, with 5 = 2(1I+1), it seemed clear that, starting from (2) [which is analogous to Feller's repre sentation of a linear diffusion X in terms of Brownian motion, via the scale function and the speed measure of X], it should be possible to compute quan tities related to (1), in particular: in hinging on former computations for Bessel processes.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 216 pp. Englisch.
