cummins mark (28 Ergebnisse)

Paperback. Zustand: Very Good. Shipped within 24 hours from our UK warehouse. Clean, undamaged book with no damage to pages and minimal wear to the cover. Spine still tight, in very good condition. Remember if you are not happy, you are covered by our 100% money back guarantee.

Paperback. Zustand: Very Good. Exit Wounds This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping. .

Paperback. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 0.86.

Paperback. Zustand: New. Shipped from the UK within 2 business days of order being placed.

Zustand: New. In.

Zustand: NEW.

Hardcover. Zustand: Very Good. Jeff Cummins (illustrator). First. HB 1st thus Ed. See my pic. Blue faux leather boards. f/c illustration inside elaborate gilt border + gilt titles front. Gilt banding + titles spine. 23.5 x 17cm. 252 pages. f/c plates + b/w illusts. Condition: o/p seam minor fox spots. Page edges beginning to age discolour, otherwise appears unused, VGC.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.

Zustand: New. Explores the use of technologies in the banking and finance industryIncludes blockchain, cloud computing, mobile technologies, big data analytics and social mediaProvides state-of-the art review of current literatureOffers new avenues f.

Zustand: New. In.

Buch. Zustand: Neu. Neuware -This open access Pivot demonstrates how a variety of technologies act as innovation catalysts within the banking and financial services sector. Traditional banks and financial services are under increasing competition from global IT companies such as Google, Apple, Amazon and PayPal whilst facing pressure from investors to reduce costs, increase agility and improve customer retention. Technologies such as blockchain, cloud computing, mobile technologies, big data analytics and social media therefore have perhaps more potential in this industry and area of business than any other. This book defines a fintech ecosystem for the 21st century, providing a state-of-the art review of current literature, suggesting avenues for new research and offering perspectives from business, technology and industry.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 204 pp. Englisch.

Hardcover. Zustand: Very Good. Cathay Books Limited, London, 1986 hardback First thus no jacket Blue faux leather boards. f/c illustration inside elaborate gilt border + gilt titles front. Gilt banding + titles spine. 252 pages. f/c plates + b/w illustrations by Jeff Cummins. With covers and inside in VERY GOOD CLEAN TIGHT READING ORDER. Full refund if not satisfied. 24 hour dispatch. If not pictured in this listing, a scan of the actual book is available on request.

Zustand: New. 2018. 1st ed. 2019. Hardcover. . . . . . Books ship from the US and Ireland.

Paperback. Zustand: Good. Paperback. Accordion book (2 paperbacks joined at center). 337 pages. Some marginal dampstain, especially to bottom page edge of final pages, else decent shape; serviceable condition overall. Community art project featuring resettled Iraqis and Syrians in Philadelphia area. Hard-to-find title. Heavy book: priority or international shipping may require additional charges. Book.

Hardcover. Zustand: Brand New. 175 pages. 8.25x6.00x0.75 inches. In Stock.

Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,700grams, ISBN:9780199255818.

Zustand: New. In.

in-8vo, VIII + 449 p., brochure originale. Please notify before visiting to see a book. Prices are excl. VAT/TVA (only Switzerland) & postage.

Buch. Zustand: Neu. Neuware -Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 216 pp. Englisch.

Taschenbuch. Zustand: Neu. Neuware -Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 216 pp. Englisch.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.

Zustand: New. In.

Zustand: New. pp. 992.

Hardcover. Zustand: Brand New. 204 pages. 9.25x6.00x0.76 inches. In Stock.

Zustand: New. Offers a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. This title focuses on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. Editor(s): Cummins, Mark; Murphy, Finbarr; Miller, John H. Series: Springer Proceedings in Mathematics and Statistics. Num Pages: 204 pages, biography. BIC Classification: KFF; PBKS. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 14. Weight in Grams: 491. . 2012. 2012th Edition. hardcover. . . . . Books ship from the US and Ireland.

Paperback. Zustand: Brand New. 216 pages. 9.25x6.10x0.49 inches. In Stock.