Sprache: Englisch
Verlag: Lippincott Williams & Wilkins (edition 2nd), 2001
ISBN 10: 0632045612 ISBN 13: 9780632045617
Anbieter: BooksRun, Philadelphia, PA, USA
Paperback. Zustand: Good. 2nd. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience.
Anbieter: ThriftBooks-Atlanta, AUSTELL, GA, USA
Paperback. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.
Sprache: Englisch
Verlag: Lippincott Williams & Wilkins, 2001
ISBN 10: 0632045612 ISBN 13: 9780632045617
Anbieter: ThriftBooks-Atlanta, AUSTELL, GA, USA
Paperback. Zustand: Fair. No Jacket. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less.
Anbieter: The Reading Well Bookstore, Delaware, OH, USA
Paperback. Zustand: Very Good. Zustand des Schutzumschlags: No Dust Jacket. Later Printing. 4to 11" - 13" tall; Color Photographs; 120 pages; Signed by Not signed; Paperback covers. Previous owner's name top inside cover corner. Fully intact. Intermittent highlighting and annotations throughout text.
Sprache: Englisch
Verlag: Cambridge University Press, United Kingdom, Cambridge, 1999
ISBN 10: 0521770432 ISBN 13: 9780521770439
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
EUR 27,53
Anzahl: 1 verfügbar
In den WarenkorbPaperback. Zustand: Very Good. This mathematically elementary introduction to the theory of options pricing presents the BlackScholes theory of options as well as introducing such topics in finance as the time value of money, mean variance analysis, optimal portfolio selection, and the capital assets pricing model. The author assumes no prior knowledge of probability and presents all the necessary preliminary material simply and clearly. He explains the concept of arbitrage with examples, and then uses the arbitrage theorem, along with an approximation of geometric Brownian motion, to obtain a simple derivation of the Black-Scholes formula. In the later chapters he presents real price data indicating that this model is not always appropriate and shows how the model can be generalized to deal with such situations. No other text presents such topics in a mathematically accurate but accessible way. It will appeal to professional traders as well as undergraduates studying the basics of finance. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Zustand: New. KlappentextrnrnUpon return from his first tour of Afghanistan, 19-year-old Miles isn t quite himself. Noises don t sound the same. People don t look the same. Pizza doesn t taste the same.nnnThe harder he tries to act normal, the harder it gets .
Sprache: Englisch
Verlag: Cambridge University Press, United Kingdom, Cambridge, 2002
ISBN 10: 0521814294 ISBN 13: 9780521814294
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
EUR 82,49
Anzahl: 3 verfügbar
In den WarenkorbPaperback. Zustand: Very Good. This unique book on the basics of option pricing is mathematically accurate and yet accessible to readers with limited mathematical training. It will appeal to professional traders as well as undergraduates studying the basics of finance. The author assumes no prior knowledge of probability, and offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this second edition are: a new chapter on optimization methods in finance; a new section on Value at Risk and Conditional Value at Risk; a new and simplified derivation of the Black-Scholes equation, together with derivations of the partial derivatives of the Black-Scholes option cost function and of the computational Black-Scholes formula; three different models of European call options with dividends; a new, easily implemented method for estimating the volatility parameter. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.