Schoutens wim (32 Ergebnisse)

gebundene Ausgabe. Zustand: Gut. 185 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 420.…

Zustand: New. In.

Zustand: New. In.

Zustand: New. In.

Zustand: New. In English.

Paperback. Zustand: Brand New. 2013 edition. 133 pages. 9.25x0.32x6.10 inches. In Stock.

Zustand: New. pp. 424.

Paperback. Zustand: Brand New. 116 pages. 9.25x6.10x0.27 inches. In Stock.

paperback. Zustand: Sehr gut. 184 Seiten; 9780387950150.2 Gewicht in Gramm: 500.

Paperback. Zustand: Brand New. 114 pages. 9.00x6.00x0.50 inches. In Stock.

Zustand: New. In English.

Broschiert Broschiert. Zustand: Sehr gut. XIII, 163 Seiten, Lecture Notes in Statistics, Band 146. Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 270.…

Zustand: New. In.

Zustand: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

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

Zustand: New. pp. xxii + 320 Illus.

Zustand: New. In English.

Hardcover. Zustand: Brand New. 390 pages. 10.00x7.00x1.25 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - It has been known for a long time that there is a close connection between stochastic processes and orthogonal polynomials. For example, N. Wiener [112] and K. Ito [56] knew that Hermite polynomials play an important role in the integration theory with respect to Brownian motion. In the 1950s D. G. Kendall [66], W. Ledermann and G. E. H. Reuter [67] [74], and S. Kar lin and J. L. McGregor [59] established another important connection. They expressed the transition probabilities of a birth and death process by means of a spectral representation, the so-called Karlin-McGregor representation, in terms of orthogonal polynomials. In the following years these relation ships were developed further. Many birth and death models were related to specific orthogonal polynomials. H. Ogura [87], in 1972, and D. D. En gel [45], in 1982, found an integral relation between the Poisson process and the Charlier polynomials. Some people clearly felt the potential im portance of orthogonal polynomials in probability theory. For example, P. Diaconis and S. Zabell [29] related Stein equations for some well-known distributions, including Pearson's class, with the corresponding orthogonal polynomials. The most important orthogonal polynomials are brought together in the so-called Askey scheme of orthogonal polynomials. This scheme classifies the hypergeometric orthogonal polynomials that satisfy some type of differ ential or difference equation and stresses the limit relations between them.…

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Zustand: New. pp. xiii + 170 Illus.

Hardcover. Zustand: Brand New. 281 pages. 9.61x6.69x0.69 inches. In Stock.

Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - What happens to risk as the economic horizon goes to zero and risk is seen as an exposure to a change in state that may occur instantaneously at any time All activities that have been undertaken statically at a fixed finite horizon can now be reconsidered dynamically at a zero time horizon, with arrival rates at the core of the modeling. This book, aimed at practitioners and researchers in financial risk, delivers the theoretical framework and various applications of the newly established dynamic conic finance theory. The result is a nonlinear non-Gaussian valuation framework for risk management in finance. Risk-free assets disappear and low risk portfolios must pay for their risk reduction with negative expected returns. Hedges may be constructed to enhance value by exploiting risk interactions. Dynamic trading mechanisms are synthesized by machine learning algorithms. Optimal exposures are designed for option positioning simultaneously across all strikes and maturities.…

Zustand: New. Levy Processes in Credit Risk is an introductory guide to using Levy processes for credit risk modelling, covering all types of credit derivatives: from the single name vanillas such as CDSs right through to structured credit risk products such as CPPIs and CPDOs. Series: Wiley Finance Series. Num Pages: 200 pages, Illustrations. BIC Classification: KFFL; PBWL. Category: (P) Professional & Vocational. Dimension: 238 x 162 x 20. Weight in Grams: 432. . 2009. 1st Edition. hardcover. . . . . Books ship from the US and Ireland.…

Zustand: New. Targeting practitioners and researchers in financial risk, this book provides new ways of describing and valuing risk to deliver novel solutions to classical financial problems. All solutions are illustrated in detail using financial market data. Problems s.

Hardcover. Zustand: Brand New. 281 pages. 9.61x6.69x0.69 inches. In Stock.

Zustand: New. Financial mathematics has recently enjoyed considerable interest on account of its impact on the finance industry. In parallel, the theory of Levy processes has also seen many exciting developments. These powerful modelling tools allow the user to model more complex phenomena, and are commonly applied to problems in finance. Series: Wiley Series in Probability and Statistics. Num Pages: 196 pages, bibliography. BIC Classification: KFFM; PBW. Category: (P) Professional & Vocational. Dimension: 244 x 166 x 18. Weight in Grams: 464. . 2003. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.…

Zustand: Very Good. Very Good+ in a Very Good+ dust jacket; Hardcover; Dust jacket is clean and glossy with no tears, and has not been price-clipped (Now fitted with a new, Brodart jacket protector); Light wear to the boards; The textblock edges are unblemished; The endpapers and all text pages are clean and unmarked; The binding is excellent with a straight spine; This book will be shipped in a sturdy cardboard box with foam padding; Medium-Large Format (Quatro, 9.75" - 10.75" tall); 1.9 lbs; Red and orange dust jacket with title in white and black lettering; 2011, John Wiley Publishing; 396 pages; "The Handbook of Convertible Bonds: Pricing, Strategies and Risk Management," by Wim Schoutens & Jan De Spiegeleer.…

Zustand: gut. 2013. Stochastic Processes and Orthogonal Polynomials (Lecture Notes in Statistics, 146, Band 146) In englischer Sprache. pages.

hardcover. Zustand: Wie neu. minimale Lagerspuren am Buch, Inhalt einwandfrei und ungelesen Sprache: Englisch Gewicht in Gramm: 400.