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100%: Fred Espen Benth: Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext) (ISBN: 9783642187865) Springer, Berlin/Heidelberg/New York, NY, Deutschland, in Englisch, Taschenbuch.Nur diese Ausgabe anzeigen…
80%: Benth, Fred Espen: Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext) (ISBN: 9783540405023) 2014, in Deutsch, Taschenbuch.Nur diese Ausgabe anzeigen…
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext)
13 Angebote vergleichen
| Preise | 2013 | 2018 | 2019 |
|---|---|---|---|
| Schnitt | € 29,33 | € 0,00 | € 45,64 |
| Nachfrage |
1
Option Theory with Stochastic Analysis (1972)
~EN NW EB DLISBN: 9783642187865 bzw. 3642187862, vermutlich in Englisch, Springer Shop, neu, E-Book, elektronischer Download.
Lieferung aus: Österreich, Lagernd, zzgl. Versandkosten.
Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques. eBook.
Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques. eBook.
2
Option Theory with Stochastic Analysis (1972)
EN NW EB DLISBN: 9783642187865 bzw. 3642187862, in Englisch, Springer, Berlin/Heidelberg/New York, NY, Deutschland, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigte Staaten von Amerika, Lagernd, zzgl. Versandkosten.
Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques.
Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques.
3
Option Theory with Stochastic Analysis - An Introduction to Mathematical Finance (1972)
~EN NW EB DLISBN: 9783642187865 bzw. 3642187862, vermutlich in Englisch, Springer Berlin Heidelberg, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, Versandkostenfrei.
Option Theory with Stochastic Analysis: Since 1972 and the appearance of the famous Black & Scholes option pric- ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex- posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi- nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as- sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques. Englisch, Ebook.
Option Theory with Stochastic Analysis: Since 1972 and the appearance of the famous Black & Scholes option pric- ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex- posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi- nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as- sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques. Englisch, Ebook.
4
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext) (2003)
EN NW EB DLISBN: 9783642187865 bzw. 3642187862, in Englisch, 162 Seiten, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigte Staaten von Amerika, E-Book zum Download.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
5
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext) (2004)
EN PB NW RP EB DLISBN: 9783642187865 bzw. 3642187862, in Englisch, 162 Seiten, Springer, Taschenbuch, neu, Nachdruck, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download, Versandkostenfrei.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
6
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext) (2003)
EN NW EB DLISBN: 9783642187865 bzw. 3642187862, in Englisch, 162 Seiten, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Vereinigte Staaten von Amerika, E-Book zum Download.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
7
Option Theory with Stochastic Analysis: An Introduction to Mathematical Finance (Universitext) (2003)
EN NW EB DLISBN: 9783642187865 bzw. 3642187862, in Englisch, 162 Seiten, Springer, neu, E-Book, elektronischer Download.
Lieferung aus: Deutschland, E-Book zum Download.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
8
Option Theory with Stochastic Analysis
DE PB NWISBN: 9783540405023 bzw. 354040502X, in Deutsch, Springer, Berlin, Taschenbuch, neu.
Lieferung aus: Deutschland, Versandkostenfrei.
buecher.de GmbH & Co. KG, [1].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
buecher.de GmbH & Co. KG, [1].
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
9
OPTION THEORY WITH STOCHASTIC: AN INTRODUCTION TO MATHEMATICAL FINANCE
DEISBN: 9783540405023 bzw. 354040502X, in Deutsch, Springer, Berlin/Heidelberg, Deutschland.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, Bookshub [56517106], Karol Bagh, KB, India.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, Bookshub [56517106], Karol Bagh, KB, India.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
10
OPTION THEORY WITH STOCHASTIC: AN INTRODUCTION TO MATHEMATICAL FINANCE
DEISBN: 9783540405023 bzw. 354040502X, in Deutsch, Springer, Berlin/Heidelberg, Deutschland.
Lieferung aus: Deutschland, Versandkostenfrei.
Von Händler/Antiquariat, Bookshub [56517106], Karol Bagh, India.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
Von Händler/Antiquariat, Bookshub [56517106], Karol Bagh, India.
Die Beschreibung dieses Angebotes ist von geringer Qualität oder in einer Fremdsprache. Trotzdem anzeigen
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