Isbn: 9783662459058 - derivative security pricing: techniques, methods and applications: 21 (11 risultati)

Condizione: New. In.

Condizione: New. 616.

Hardcover. Condizione: Brand New. 600 pages. 9.75x6.75x1.50 inches. In Stock.

Hardcover. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito's Lemma, martingales, Girsanov's theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.…

Condizione: new. Questo è un articolo print on demand.

Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Focuses on the financial intuition of key results of derivative security pricingHelps readers from both academia and industry without formal mathematical training to understand the fundamentals of mathematical financeIncludes theoretical an.…

Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito's Lemma, martingales, Girsanov's theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field. 632 pp. Englisch.…

Condizione: New. Print on Demand 616.

Condizione: New. PRINT ON DEMAND 616.

Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Itös Lemma, martingales, Girsanov¿s theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 632 pp. Englisch.…