A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
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Anbieter: World of Books (was SecondSale), Montgomery, IL, USA
Hardback. Zustand: Fair. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Artikel-Nr. 00104362881
Anzahl: 1 verfügbar
Anbieter: World of Books (was SecondSale), Montgomery, IL, USA
Hardback. Zustand: Good. The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders. Artikel-Nr. 00102372133
Anzahl: 4 verfügbar
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
Hardback. Zustand: Fine. Artikel-Nr. GOR008448215
Anzahl: 1 verfügbar
Anbieter: Better World Books, Mishawaka, IN, USA
Zustand: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Artikel-Nr. 5247889-6
Anzahl: 1 verfügbar
Anbieter: Phatpocket Limited, Waltham Abbey, HERTS, Vereinigtes Königreich
Zustand: Acceptable. Used - Acceptable. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library with wear and barcode page may have been removed. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions. Artikel-Nr. Z1-F-007-02641
Anzahl: 1 verfügbar
Anbieter: Zubal-Books, Since 1961, Cleveland, OH, USA
Zustand: Very Good. ix, 233 pp., Hardcover, previous owner's name to the front free endpaper else very good in a worn dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Artikel-Nr. ZB1349355
Anzahl: 1 verfügbar
Anbieter: medimops, Berlin, Deutschland
Zustand: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Artikel-Nr. M00521552893-G
Anzahl: 1 verfügbar
Anbieter: online-buch-de, Dozwil, Schweiz
Hardcover Sep 19, 1996. Zustand: gebraucht; wie neu. Hardcover mit Schutzumschlag, ungelesen. Artikel-Nr. 517-2-65
Anzahl: 1 verfügbar
Anbieter: Southampton Books, Sag Harbor, NY, USA
Hardcover. Zustand: Very Good. First Edition. First Edition, Fourteenth Printing. Published by Cambridge University Press, 1997. Octavo. Hardcover. Book is very good. Dust jacket is very good with shelf/edgewear and tears. A nice copy of this important 20th century business title.100% positive feedback. 30 day money back guarantee. NEXT DAY SHIPPING! Excellent customer service. Please email with any questions. All books packed carefully and ship with free delivery confirmation/tracking. All books come with free bookmarks. Ships from Sag Harbor, New York. Artikel-Nr. 371102
Anzahl: 1 verfügbar
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
Zustand: New. pp. 244 41 Illus. Artikel-Nr. 7433640
Anzahl: 1 verfügbar