John j cummins (10 Ergebnisse)

Zustand: Fair. : Glencoe Geometry es un libro de texto de matemáticas para estudiantes de secundaria. Cubre los conceptos básicos de la geometría, incluyendo puntos, líneas, planos, ángulos, triángulos, cuadriláteros, círculos, área, volumen y trigonometría. El libro está diseñado para ayudar a los estudiantes a desarrollar sus habilidades de razonamiento lógico y resolución de problemas. EAN: 9780078296376 Tipo: Libros Categoría: Educación|Libros de Texto Título: Glencoe Geometry, Student Edition Autor: Cindy J. Boyd| Jerry Cummins| Carol Malloy| John Carter| Alfinio Flores Editorial: GLENCOE SECONDARY Idioma: en Páginas: 794 Formato: tapa dura.…

Zustand: New. In English.

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.…

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

Taschenbuch. Zustand: Neu. Topics in Numerical Methods for Finance | Mark Cummins (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xii | Englisch | 2014 | Springer | EAN 9781489973559 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

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

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. …

Hardcover. Zustand: gut. 2012. Topics in Numerical Methods for Finance In englischer Sprache. pages.

Zustand: Good. Broadside. 11.5" x 9" Folded Sheet, Letterpress on Deckled Wove, Gilt Capital, Gothic Font, Red and Black Ink, Text within Light Green Decorative Border. [4 pp.]. Good with tiny marginal tears, else Very Good +. Scarce.

Cloth. Zustand: Very Good Indeed. Zustand des Schutzumschlags: Very Good Indeed. First edition. Seven volumes from this history series on world exploration densely illustrated with plates and maps. Seven first edition works from The Hakluyt Society second series on histories of navigation and exploration.In the original publisher's cloth bindings and dust wrappers. All dust wrappers are unclipped except for 'The History of the Tahitian Mission'.Includes the following works in order of publication. The History of the Tahitian Mission 1799-1830 (1961) written by John Davies, edited by C. W. Newbury. With twenty illustrations of monochrome plates and maps and a large folding map inserted in a pocket at the rear. Prior owner"s ink inscription from 1961 to the first free endpaper. The Travels and Controversies of Friar Domingo Navarrete 1618-86 (1962) edited by J. S. Cummins, complete in two volumes. Volume I has seven monochrome plates and three maps. Volume II has eleven monochrome plates, two of which are folding, and three maps including one folding map. Prior owner"s ink inscriptions to the first free endpapers dated 1962. Byron"s Journal of his Circumnavigation 1764-1766 (1964) edited by Robert E. Gallagher is illustrated with seventeen monochrome plates and two maps. The Letters of F. W. Ludwig Leichhardt (1968) collected and newly translated by M. Aurousseau, complete in three volumes.Volume I has four maps, Volume II has five maps one of which is folding, and Volume III has two maps.Collated, complete. In the original publisher's cloth bindings and dust wrappers. All dust wrappers are unclipped except for on 'Tahitian Mission'. Externally, smart. There is spotting to the dust wrappers of all but the three volume 'Leichhardt' series. There is a large closed tear to the dust wrapper of Volume III of 'Leichhardt'. There is some slight wear to the extremities of the dust wrappers. To the bindings, there is some minor bumping to the heads and tails of the spines and to the extremities. Prior owner's ink inscriptions from 1961 and 1962 to the first free endpapers of 'Tahitian' and the two volumes of 'Navarrete'. There is some spotting to the fore edges of all but the three volume 'Leichhardt'. Internally, firmly bound. The pages are bright and clean. Very Good Indeed. Not stated (illustrator). book.…