Da: medimops, Berlin, Germania
EUR 77,79
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Aggiungi al carrelloCondizione: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.
EUR 85,70
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Aggiungi al carrelloHardcover. Condizione: Poor. Spuren von Feuchtigkeit / Nässe.
Da: online-buch-de, Dozwil, Svizzera
EUR 94,00
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Aggiungi al carrelloHardcover. Condizione: gebraucht; wie neu.
Editore: Chapman and Hall/CRC 2003-12-30, 2003
ISBN 10: 1584884134 ISBN 13: 9781584884132
Lingua: Inglese
Da: Chiron Media, Wallingford, Regno Unito
EUR 110,72
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Aggiungi al carrelloHardcover. Condizione: New.
EUR 124,99
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EUR 129,61
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
EUR 130,38
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EUR 133,96
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Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 151,08
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Aggiungi al carrelloCondizione: New. In.
EUR 152,07
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Aggiungi al carrelloGebunden. Condizione: New. Rama Cont, Peter TankovWINNER of a Riskbook.com Best of 2004 Book Award!During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the.
Da: California Books, Miami, FL, U.S.A.
EUR 160,52
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Aggiungi al carrelloCondizione: New.
EUR 172,27
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Aggiungi al carrelloCondizione: New. pp. xvi + 535 1st Edition.
EUR 179,74
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Aggiungi al carrelloCondizione: New. pp. xvi + 535.
Da: BennettBooksLtd, North Las Vegas, NV, U.S.A.
EUR 156,89
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Aggiungi al carrellohardcover. Condizione: New. In shrink wrap. Looks like an interesting title!
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 143,00
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EUR 215,30
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Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 306 pages. 9.25x6.25x1.25 inches. In Stock.
Da: Grand Eagle Retail, Fairfield, OH, U.S.A.
Prima edizione
EUR 168,33
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Aggiungi al carrelloHardcover. Condizione: new. Hardcover. During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and L?vy processes are beyond their reach.Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by its use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations. Topics covered in this book include: jump-diffusion models, L?vy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps.The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations. Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Da: AussieBookSeller, Truganina, VIC, Australia
Prima edizione
EUR 247,77
Convertire valutaQuantità: 1 disponibili
Aggiungi al carrelloHardcover. Condizione: new. Hardcover. During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and L?vy processes are beyond their reach.Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by its use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations. Topics covered in this book include: jump-diffusion models, L?vy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps.The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations. Presents an overview of the theoretical, numerical, and empirical aspects of using jump processes in financial modeling. This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
Da: Majestic Books, Hounslow, Regno Unito
EUR 154,37
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Aggiungi al carrelloCondizione: New. pp. xvi + 535 Illus. This item is printed on demand.
Da: Revaluation Books, Exeter, Regno Unito
EUR 166,19
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Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 306 pages. 9.25x6.25x1.25 inches. In Stock. This item is printed on demand.
Da: PBShop.store US, Wood Dale, IL, U.S.A.
EUR 178,44
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Aggiungi al carrelloHRD. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.