Marek capi¿ski (10 Ergebnisse)
Sprache: Englisch
Verlag: Cambridge University Press, 2012
Serie: Mastering Mathematical Finance, Buch 3 von 8. Buch 3 von 8 - Mastering Mathematical Finance
- Softcover
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Paperback. Zustand: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less.
Sprache: Englisch
Verlag: Springer, 2010
Serie: Springer Undergraduate Mathematics, Buch 19 von 90. Buch 19 von 90 - Springer Undergraduate Mathematics
- Softcover
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Zustand: New. pp. 352 Illus.
Sprache: Englisch
Verlag: Cambridge University Press, 2012
Serie: Mastering Mathematical Finance, Buch 1 von 8. Buch 1 von 8 - Mastering Mathematical Finance
- Softcover
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Zustand: New. An excellent basis for further study. Suitable even for readers with no mathematical background. Series: Mastering Mathematical Finance. Num Pages: 192 pages, 10 b/w illus. 95 exercises. BIC Classification: KCH; PBWH. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 227 x 15…4 x 12. Weight in Grams: 318. . 2012. Illustrated. paperback. . . . . Books ship from the US and Ireland.
Weitere BilderSprache: Englisch
Verlag: Springer Nature B.V., 2010
Serie: Springer Undergraduate Mathematics, Buch 19 von 90. Buch 19 von 90 - Springer Undergraduate Mathematics
- Softcover
Anbieter: preigu, Osnabrück, Deutschlandpreigu
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Taschenbuch. Zustand: Neu. Mathematics for Finance | An Introduction to Financial Engineering | Marek Capi¿ski (u. a.) | Taschenbuch | xiii | Englisch | 2010 | Springer Nature B.V. | EAN 9780857290816 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[…dot]com | Anbieter: preigu.
Sprache: Englisch
Verlag: Cambridge University Press, 2012
Serie: Mastering Mathematical Finance, Buch 4 von 8. Buch 4 von 8 - Mastering Mathematical Finance
- Hardcover
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Zustand: New. Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model. Series: Mastering Mathematical Finance. Num Pages: 178 pages, 3 b/w illus. 60 exercises. BIC Classification: KFF; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education… (US: College). Dimension: 235 x 161 x 17. Weight in Grams: 420. . 2012. New. hardcover. . . . . Books ship from the US and Ireland.
Sprache: Englisch
Verlag: Cambridge University Press, 2012
Serie: Mastering Mathematical Finance, Buch 4 von 8. Buch 4 von 8 - Mastering Mathematical Finance
- Softcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The Black-Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of opt…ion pricing. The discussion of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study.
Sprache: Englisch
Verlag: Cambridge University Press, 2012
Serie: Mastering Mathematical Finance, Buch 1 von 8. Buch 1 von 8 - Mastering Mathematical Finance
- Softcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, comple…teness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox-Ross-Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems.
Sprache: Englisch
Verlag: Cambridge University Press, 2012
Serie: Mastering Mathematical Finance, Buch 3 von 8. Buch 3 von 8 - Mastering Mathematical Finance
- Softcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
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Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for th…e Black-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Itô calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.
Sprache: Englisch
Verlag: CAMBRIDGE, 2012
Serie: Mastering Mathematical Finance, Buch 3 von 8. Buch 3 von 8 - Mastering Mathematical Finance
- Hardcover
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Zustand: New.
Sprache: Englisch
Verlag: Cambridge University Press, 2012
Serie: Mastering Mathematical Finance, Buch 3 von 8. Buch 3 von 8 - Mastering Mathematical Finance
- Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
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EUR 62,15 VersandVersand von Deutschland nach USAAnzahl: 1 verfügbar
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black…-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Itô calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.
