Da: Rheinberg-Buch Andreas Meier eK, Bergisch Gladbach, Germania
EUR 17,16
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Aggiungi al carrelloPrefekt. Condizione: Sehr gut. Gebraucht - Sehr gut Leichte Lagerspuren -This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This third revised and extended edition now contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular a new chapter on dynamic risk measures and new sections on robust utility maximization and on efficient hedging with convex risk measures. 556 pp. Englisch.
Da: Rheinberg-Buch Andreas Meier eK, Bergisch Gladbach, Germania
EUR 17,16
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Aggiungi al carrelloPrefekt. Condizione: Gut. Gebraucht - Gut Papierumschlag leicht gewellt -This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This third revised and extended edition now contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular a new chapter on dynamic risk measures and new sections on robust utility maximization and on efficient hedging with convex risk measures. 556 pp. Englisch.
Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 459 | Sprache: Englisch | Produktart: Bücher.
Da: medimops, Berlin, Germania
EUR 43,96
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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 32,08
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Aggiungi al carrelloCondizione: Very Good. Used book that is in excellent condition. May show signs of wear or have minor defects.
Da: California Books, Miami, FL, U.S.A.
EUR 50,21
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Aggiungi al carrelloCondizione: New.
EUR 42,42
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Editore: de Gruyter, Walter, GmbH & Co. KG, 2002
ISBN 10: 3110171198 ISBN 13: 9783110171198
Lingua: Inglese
Da: Buchpark, Trebbin, Germania
Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 432 | Sprache: Englisch | Produktart: Bücher.
Editore: Berlin, New York: Walter de Gruyter, 2002
ISBN 10: 3110171198 ISBN 13: 9783110171198
Lingua: Inglese
Da: Antiquariat Bernhardt, Kassel, Germania
EUR 54,00
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Aggiungi al carrellogebundene Ausgabe. Condizione: Sehr gut. de Gruyter Studies in Mathematics, Band 27. Zust: Gutes Exemplar. IX, 422 Seiten, Englisch 834g.
EUR 50,20
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 59,89
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Aggiungi al carrelloCondizione: New. In.
Editore: Berlin ; New York : De Gruyter, 2011
ISBN 10: 3110218046 ISBN 13: 9783110218046
Lingua: Inglese
EUR 58,00
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Aggiungi al carrello24 x 17 cm. Condizione: Gut. XI, 544 Pages ; With Figures Original Broschur in sehr gutem Zustand. Innen mit Bibliotheksstempeln, sehr sauber. Englische Sprache - Original Paperback in very good condition. Inside with Library stamps, very clean. English Language B08-02-01H|S69 Sprache: Englisch Gewicht in Gramm: 934 3. revised and extended Edition / De Gruyter gradute.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 56,35
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Da: California Books, Miami, FL, U.S.A.
EUR 66,95
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 59,17
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 68,14
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Da: California Books, Miami, FL, U.S.A.
EUR 71,35
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EUR 64,31
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EUR 72,46
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Aggiungi al carrelloPaperback. Condizione: Brand New. 3rd revised enl edition. 544 pages. 9.75x6.75x1.00 inches. In Stock.
EUR 71,52
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: GreatBookPricesUK, Woodford Green, Regno Unito
EUR 74,45
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
Da: International Book Project, Lexington, KY, U.S.A.
EUR 70,47
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Aggiungi al carrellohardcover. Condizione: Very Good. NOT ex-library. Pages clean/crisp, no markings. Cover in good condition, slight bumping. 100% of proceeds go toward promoting literacy in under-served areas of the world.
EUR 95,17
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Aggiungi al carrelloPaperback. Condizione: Brand New. 5th revised expanded edition. 530 pages. 9.45x6.70x9.61 inches. In Stock.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 44,92
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EUR 100,34
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Aggiungi al carrelloPaperback. Condizione: Brand New. 4th revised edition. 596 pages. 9.25x6.75x1.25 inches. In Stock.
Da: Lucky's Textbooks, Dallas, TX, U.S.A.
EUR 63,13
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Da: DeckleEdge LLC, Albuquerque, NM, U.S.A.
EUR 124,56
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Da: Ria Christie Collections, Uxbridge, Regno Unito
EUR 158,90
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EUR 154,23
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EUR 177,74
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.