Tipo di articolo
Condizioni
Legatura
Ulteriori caratteristiche
Paese del venditore
Valutazione venditore
Editore: Cambridge University Press 8/23/2012, 2012
ISBN 10: 0521175739ISBN 13: 9780521175739
Da: BargainBookStores, Grand Rapids, MI, U.S.A.
Libro
Paperback or Softback. Condizione: New. Stochastic Calculus for Finance 0.7. Book.
Editore: Cambridge University Press, 2012
ISBN 10: 0521175739ISBN 13: 9780521175739
Da: booksXpress, Bayonne, NJ, U.S.A.
Libro Print on Demand
Soft Cover. Condizione: new. This item is printed on demand.
Editore: Cambridge University Press, 2024
ISBN 10: 0521175739ISBN 13: 9780521175739
Da: Save With Sam, North Miami, FL, U.S.A.
Libro Print on Demand
Paperback. Condizione: New. Brand New! This item is printed on demand.
Editore: Cambridge University Press, 2012
ISBN 10: 0521175739ISBN 13: 9780521175739
Da: Russell Books, Victoria, BC, Canada
Libro Prima edizione
Paperback. Condizione: New. 1st Edition. Special order direct from the distributor.
Editore: Cambridge University Press, 2012
ISBN 10: 0521175739ISBN 13: 9780521175739
Da: Front Cover Books, Denver, CO, U.S.A.
Libro
Condizione: new.
Editore: Cambridge University Press, 2012
ISBN 10: 1107002648ISBN 13: 9781107002647
Da: Labyrinth Books, Princeton, NJ, U.S.A.
Libro
Condizione: Very Good.
Editore: Cambridge University Press, 2012
ISBN 10: 0521175739ISBN 13: 9780521175739
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Itô calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.
Editore: Cambridge University Press, 2012
ISBN 10: 0521175739ISBN 13: 9780521175739
Da: moluna, Greven, Germania
Libro Print on Demand
Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This brief but full introduction to basic stochastic processes contains key results that have become essential for finance practitioners and provides a solid grounding for understanding the Black-Scholes option pricing model. Students, practitioners and res.
Editore: Cambridge University Press, 2012
ISBN 10: 1107002648ISBN 13: 9781107002647
Da: booksXpress, Bayonne, NJ, U.S.A.
Libro Print on Demand
Hardcover. Condizione: new. This item is printed on demand.
Editore: Cambridge University Press, 2012
ISBN 10: 1107002648ISBN 13: 9781107002647
Da: Russell Books, Victoria, BC, Canada
Libro
Condizione: New. Special order direct from the distributor.
Editore: Cambridge University Press, 2012
ISBN 10: 0521175739ISBN 13: 9780521175739
Da: Hafa Adai Books, Moncks Corner, SC, U.S.A.
Libro
Condizione: very good.
Editore: CAMBRIDGE, 2012
ISBN 10: 1107002648ISBN 13: 9781107002647
Da: moluna, Greven, Germania
Libro
Condizione: New.
Editore: Cambridge University Press, 2012
ISBN 10: 0521175739ISBN 13: 9780521175739
Da: Hafa Adai Books, Moncks Corner, SC, U.S.A.
Libro
Condizione: new.
Editore: Cambridge University Press, 2012
ISBN 10: 1107002648ISBN 13: 9781107002647
Da: AHA-BUCH GmbH, Einbeck, Germania
Libro
Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book introduces key results essential for financial practitioners by means of concrete examples and a fully rigorous exposition.