Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics, Band 27)
5 Angebote vergleichen
Preise | 2013 | 2014 | 2015 | 2016 | 2017 |
---|---|---|---|---|---|
Schnitt | € 114,83 | € 68,23 | € 85,82 | € 104,54 | € 113,56 |
Nachfrage |
1
Stochastic Finance
DE NW EB
ISBN: 9783110183467 bzw. 3110183463, in Deutsch, De Gruyter, neu, E-Book.
Lieferung aus: Vereinigte Staaten von Amerika, Ebook for download.
Business, The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob . eBook.
Business, The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob . eBook.
2
Stochastic Finance: An Introduction in Discrete Time (de Gruyter Studies in Mathematics) (2004)
EN HC US
ISBN: 9783110183467 bzw. 3110183463, in Englisch, 459 Seiten, 2. Ausgabe, Walter de Gruyter, gebundenes Buch, gebraucht.
New from: $77.11 (8 Offers)
Used from: $50.50 (15 Offers)
Show 23 offers at Amazon.com
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 24 hours.
Von Händler/Antiquariat, Bookbyte Textbooks.
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. Hardcover, Edition: 2 Rev Enl, Label: Walter de Gruyter, Walter de Gruyter, Product group: Book, Published: 2004-11-24, Studio: Walter de Gruyter, Sales rank: 329909.
Von Händler/Antiquariat, Bookbyte Textbooks.
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. Hardcover, Edition: 2 Rev Enl, Label: Walter de Gruyter, Walter de Gruyter, Product group: Book, Published: 2004-11-24, Studio: Walter de Gruyter, Sales rank: 329909.
3
Symbolbild
Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Mathematics) (2004)
DE HC US
ISBN: 9783110183467 bzw. 3110183463, in Deutsch, Walter de Gruyter & Co, gebundenes Buch, gebraucht.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Versandkosten nach: DEU.
Von Händler/Antiquariat, Bookbarn International.
Walter de Gruyter & Co, 2004. 2nd Revised edition. Hardcover. Used; Very Good. Second edition. Sent from the UK within 24 hours. EXPEDITED UK DELIVERY AVAILABLE. Bookbarn International Inventory #2194323.
Von Händler/Antiquariat, Bookbarn International.
Walter de Gruyter & Co, 2004. 2nd Revised edition. Hardcover. Used; Very Good. Second edition. Sent from the UK within 24 hours. EXPEDITED UK DELIVERY AVAILABLE. Bookbarn International Inventory #2194323.
4
Stochastic Finance: An Introduction in Discrete Time (de Gruyter Studies in Mathematics) (2004)
EN HC US
ISBN: 9783110183467 bzw. 3110183463, in Englisch, 459 Seiten, 2. Ausgabe, Walter de Gruyter, gebundenes Buch, gebraucht.
Neu ab: $116.16 (6 Angebote)
Gebraucht ab: $60.70 (10 Angebote)
Zu den weiteren 16 Angeboten bei Amazon.com
Lieferung aus: Vereinigte Staaten von Amerika, Usually ships in 1-2 business days.
Von Händler/Antiquariat, CabBike.
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. Hardcover, Ausgabe: 2 Rev Enl, Label: Walter de Gruyter, Walter de Gruyter, Produktgruppe: Book, Publiziert: 2004-11-24, Studio: Walter de Gruyter, Verkaufsrang: 4394306.
Von Händler/Antiquariat, CabBike.
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures. Hardcover, Ausgabe: 2 Rev Enl, Label: Walter de Gruyter, Walter de Gruyter, Produktgruppe: Book, Publiziert: 2004-11-24, Studio: Walter de Gruyter, Verkaufsrang: 4394306.
5
Stochastic Finance: An Introduction in Discrete Time (De Gruyter Studies in Math
DE US
ISBN: 9783110183467 bzw. 3110183463, in Deutsch, de Gruyter, Berlin/New York, Deutschland, gebraucht.
Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Delivery type: Free, Delivery: Worldwide, Offer location: BS396EX Bristol,United Kingdom, Free shipping.
Von Händler/Antiquariat, bookbarn-international - Bookbarn International.
Fixed price.
Von Händler/Antiquariat, bookbarn-international - Bookbarn International.
Fixed price.
Lade…