kopp p ekkehard (12 Ergebnisse)

Zustand: Very Good. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects.

Zustand: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages.

Softcover reprint of hardcover 2nd ed. 2005. 15 x 23 cm. 366 pages. Paperback. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.

gebundene Ausgabe. Zustand: Sehr gut. Zust: Gutes Exemplar. IX, 292 Seiten, Englisch 598g.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

292 Seiten, 0387985530 Sprache: Englisch Gewicht in Gramm: 580 Groß 8°, Original-Pappband (Hardcover), sehr gutes und innen sauberes Exemplar, (very good),

Zustand: New. pp. 368 Illus.

Hardcover Oct 08, 2004. Zustand: gebraucht; wie neu. 2. edition, Hardcover, ungebraucht.

hardcover. Zustand: Gut. 366 Seiten; 9780387212920.3 Gewicht in Gramm: 1.

Taschenbuch. Zustand: Neu. Neuware -This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding eld of mathematical nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or ¿exotic¿) nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to nancial markets. The rst ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 2 introduces the idea of a martingale measure for price processes. Following a discussion of the use of self- nancing tr- ing strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price p- cess is a martingale.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 368 pp. Englisch.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding eld of mathematical nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or 'exotic') nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to nancial markets. The rst ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 2 introduces the idea of a martingale measure for price processes. Following a discussion of the use of self- nancing tr- ing strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price p- cess is a martingale.

Gebunden. Zustand: New. Aimed at those who need to understand the mathematics behind the multitude of current financial instruments used in derivative markets, including risk managers and other practitionersBegins with the mathematics used in discrete-time models, which .