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Editore: Berlin, Springer., 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Libro
XXI, 270 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Springer Finance Sprache: Englisch.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: booksXpress, Bayonne, NJ, U.S.A.
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Soft Cover. Condizione: new.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
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Condizione: New.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
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Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
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Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
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Libro
Condizione: New. pp. 294.
Editore: Springer Berlin Heidelberg Feb 2010, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Libro Print on Demand
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t 0; F ,t 0, P) - t t note a standard Brownian motion with B = 0, (F ,t 0) being its natural ltra- 0 t t tion. Let E := exp B ,t 0 denote the exponential martingale associated t t 2 to (B ,t 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of a risky asset. Let, for every K 0: + (t) :=E (K E ) (0.1) K t and + C (t) :=E (E K) (0.2) K t denote respectively the price of a European put, resp. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 2 N (x) := e dy. (0.3) 2 The celebrated Black-Scholes formula gives an explicit expression of (t) and K C (t) in terms ofN : K log(K) t log(K) t (t)= KN + N (0.4) K t 2 t 2 and 292 pp. Englisch.
Editore: Springer Verlag, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: Revaluation Books, Exeter, Regno Unito
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Paperback. Condizione: Brand New. 1st edition. 270 pages. 9.25x6.25x0.50 inches. In Stock.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: Majestic Books, Hounslow, Regno Unito
Libro
Condizione: New. pp. 294 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Libro
Condizione: New. 2010. Paperback. . . . . .
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: GreatBookPricesUK, Castle Donington, DERBY, Regno Unito
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Condizione: New.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
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Condizione: New. Buy with confidence! Book is in new, never-used condition 1.1.
Editore: Springer Berlin Heidelberg, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t 0; F ,t 0, P) - t t note a standard Brownian motion with B = 0, (F ,t 0) being its natural ltra- 0 t t tion. Let E := exp B ,t 0 denote the exponential martingale associated t t 2 to (B ,t 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of a risky asset. Let, for every K 0: + (t) :=E (K E ) (0.1) K t and + C (t) :=E (E K) (0.2) K t denote respectively the price of a European put, resp. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 2 N (x) := e dy. (0.3) 2 The celebrated Black-Scholes formula gives an explicit expression of (t) and K C (t) in terms ofN : K log(K) t log(K) t (t)= KN + N (0.4) K t 2 t 2 and.
Editore: Springer Berlin Heidelberg, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: moluna, Greven, Germania
Libro Print on Demand
Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. To the best of our knowledge this book discusses in a unique way last passage timesDiscovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t? 0 F ,t? 0, P) - t .
Editore: Springer 2010-02, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: Chiron Media, Wallingford, Regno Unito
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PF. Condizione: New.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
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Condizione: New. 2010. Paperback. . . . . . Books ship from the US and Ireland.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: GreatBookPricesUK, Castle Donington, DERBY, Regno Unito
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Condizione: As New. Unread book in perfect condition.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: Mispah books, Redhill, SURRE, Regno Unito
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Paperback. Condizione: Like New. Like New. book.
Editore: Springer, 2010
ISBN 10: 3642103944ISBN 13: 9783642103940
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Condizione: As New. Unread book in perfect condition.