Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
EUR 55,16
Anzahl: 1 verfügbar
In den WarenkorbZustand: Good. Volume 36. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1150grams, ISBN:9783540209669.
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.
Zustand: Acceptable. Item in acceptable condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.
Hardcover Jan 01, 2005. Zustand: gebraucht; wie neu.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 128,78
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
EUR 153,38
Anzahl: 1 verfügbar
In den WarenkorbZustand: New. pp. 660 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 189,37
Anzahl: 2 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. 2nd edition. 636 pages. 9.25x6.50x1.75 inches. In Stock.
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail.The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspectivethroughout is that the choice of a model should be basedon the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Zustand: gut. Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability, 36, Band 36) In deutscher Sprache. pages.