Sprache: Englisch
Verlag: World Scientific Publishing Company, 2005
ISBN 10: 9812563695 ISBN 13: 9789812563699
Anbieter: Romtrade Corp., STERLING HEIGHTS, MI, USA
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.
Sprache: Englisch
Verlag: World Scientific Publishing Company, Incorporated, 2005
ISBN 10: 9812563695 ISBN 13: 9789812563699
Anbieter: Majestic Books, Hounslow, Vereinigtes Königreich
EUR 105,14
Anzahl: 1 verfügbar
In den WarenkorbZustand: Used. pp. xi + 329 Illus.
Sprache: Englisch
Verlag: World Scientific Publishing Company, Incorporated, 2005
ISBN 10: 9812563695 ISBN 13: 9789812563699
Anbieter: Biblios, Frankfurt am main, HESSE, Deutschland
Zustand: Used. pp. xi + 329.
Sprache: Englisch
Verlag: World Scientific Pub Co Inc, 2005
ISBN 10: 9812563695 ISBN 13: 9789812563699
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 134,62
Anzahl: 1 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. illustrated edition. 344 pages. 8.75x6.00x0.75 inches. In Stock.
Sprache: Englisch
Verlag: World Scientific Publishing Company, 2005
ISBN 10: 9812563695 ISBN 13: 9789812563699
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 156,12
Anzahl: 2 verfügbar
In den WarenkorbZustand: New. In.
Sprache: Englisch
Verlag: WORLD SCIENTIFIC PUB CO INC, 2005
ISBN 10: 9812563695 ISBN 13: 9789812563699
Anbieter: moluna, Greven, Deutschland
Gebunden. Zustand: New. From the perspective of partial differential equations (PDE), this book introduces the Black-Scholes-Merton s option pricing theory. A unified approach is used to model various types of option pricing as PDE problems, to derive pricing formulas as their sol.
Sprache: Englisch
Verlag: World Scientific Publishing Company Jul 2005, 2005
ISBN 10: 9812563695 ISBN 13: 9789812563699
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Neuware - From the unique perspective of partial differential equations (PDE), this self-contained book presents a systematic, advanced introduction to the Black-Scholes-Merton's option pricing theory.A unified approach is used to model various types of option pricing as PDE problems, to derive pricing formulas as their solutions, and to design efficient algorithms from the numerical calculation of PDEs. In particular, the qualitative and quantitative analysis of American option pricing is treated based on free boundary problems, and the implied volatility as an inverse problem is solved in the optimal control framework of parabolic equations.