Eudaimonia (26 Ergebnisse)

Paperback. Zustand: Very Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

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Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Paperback. Zustand: New.

Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Antonijevic, Tamara (illustrator).

Zustand: New.

Zustand: New. In English.

Zustand: New.

Zustand: New.

Zustand: As New. Unread book in perfect condition.

Zustand: As New. Unread book in perfect condition.

Zustand: As New. Unread book in perfect condition. Antonijevic, Tamara (illustrator).

Zustand: New. Antonijevic, Tamara (illustrator).

Zustand: New. Lu, Nick (illustrator).

Zustand: As New. Unread book in perfect condition. Lu, Nick (illustrator).

Zustand: As New. Unread book in perfect condition.

Zustand: New.

Zustand: New.

Paperback. Zustand: New.

Paperback. Zustand: New.

Zustand: New.

Zustand: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Gebundene Ausgabe. Zustand: Neu. Most books on price dynamics assume you already know the mathematics. This one teaches it.This book begins with a coin flip and builds toward a calibrated volatility surface. Then it takes the framework beyond the Black-Scholes frontier, into regime switching, long memory, rough volatility, agent-based markets, machine learning, generative models, and neural stochastic differential equations.THE MODELS COVERED IN THIS BOOK? The random walk - ruin, the arcsine law, and why square-root scaling is not a metaphor? Arithmetic Brownian motion - Bachelier's forgotten thesis, and the negative prices of April 2020? Geometric Brownian motion - the log-normal world and exactly where it lies to you? Mean-reverting models - Ornstein-Uhlenbeck, and the trap of estimating a half-life from short samples? Jump diffusion and L?vy processes - what a crash is, mathematically? Stochastic, local, and stochastic-local volatility - Heston, Dupire, and the smile? GARCH - volatility clustering, and why yesterday still mattersTHE INTERPRETATION SECTIONS ARE THE POINT OF THE BOOK.Plenty of readers can fit a model. Far fewer can say why the persistence estimate crept toward one, what a negative estimated jump intensity means, when a calibrated local volatility surface should be disbelieved, or why adding one parameter can flip the sign of another.FORSelf-taught quants, graduate students entering mathematical finance and industry practitioners. Sprache: Englisch Gewicht in Gramm: 1082.…

Gebundene Ausgabe. Zustand: Neu. Most books on price dynamics assume you already know the mathematics. This one teaches it.This book begins with a coin flip and builds toward a calibrated volatility surface. Then it takes the framework beyond the Black-Scholes frontier, into regime switching, long memory, rough volatility, agent-based markets, machine learning, generative models, and neural stochastic differential equations.THE MODELS COVERED IN THIS BOOK? The random walk - ruin, the arcsine law, and why square-root scaling is not a metaphor? Arithmetic Brownian motion - Bachelier's forgotten thesis, and the negative prices of April 2020? Geometric Brownian motion - the log-normal world and exactly where it lies to you? Mean-reverting models - Ornstein-Uhlenbeck, and the trap of estimating a half-life from short samples? Jump diffusion and L?vy processes - what a crash is, mathematically? Stochastic, local, and stochastic-local volatility - Heston, Dupire, and the smile? GARCH - volatility clustering, and why yesterday still mattersTHE INTERPRETATION SECTIONS ARE THE POINT OF THE BOOK.Plenty of readers can fit a model. Far fewer can say why the persistence estimate crept toward one, what a negative estimated jump intensity means, when a calibrated local volatility surface should be disbelieved, or why adding one parameter can flip the sign of another.FORSelf-taught quants, graduate students entering mathematical finance and industry practitioners. Sprache: Englisch Gewicht in Gramm: 1082.…

Zustand: Sehr gut. Zustand: Sehr gut | Produktart: Bücher | Keine Beschreibung verfügbar.