Conall kelly (43 resultados)
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 62,15
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Condición: New.
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 64,53
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 64,74
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Hardcover. Condición: new. Hardcover. This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core.The first part provides a welcoming but nonet…heless rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python. The second part explores the main computational methods for valuing options within the Black-Scholes framework: lattice, Monte Carlo, and finite difference methods. The third and final part covers advanced topics for the simulation of financial processes beyond the standard Black-Scholes setting. Techniques for the analysis and simulation of multidimensional financial data, including copulas, are covered and will be of interest to those studying machine learning for finance. There is also an in-depth treatment of exact and approximate sampling methods for stochastic differential equation models of interest rates and volatilities.Written for advanced undergraduate and masters-level courses, the book assumes some exposure to core mathematical topics such as linear algebra, ordinary differential equations, multivariate calculus, probability, and statistics at an undergraduate level. While familiarity with Python is not required, readers should be comfortable with basic programming constructs such as variables, loops, and conditional statements. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 58,52
Envío por EUR 6,77Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 3 disponibles
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 67,09
Envío por EUR 2,30Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 69,74
Envío por EUR 3,48Se envía dentro de Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New. 2024th edition NO-PA16APR2015-KAP.
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Librería: Majestic Books, Hounslow, , Reino UnidoMajestic Books
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EUR 67,46
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Condición: New.
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 76,55
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Hardback. Condición: New. 2024 ed. This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core.The first part provides a welcoming but nonethel…ess rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python. The second part explores the main computational methods for valuing options within the Black-Scholes framework: lattice, Monte Carlo, and finite difference methods. The third and final part covers advanced topics for the simulation of financial processes beyond the standard Black-Scholes setting. Techniques for the analysis and simulation of multidimensional financial data, including copulas, are covered and will be of interest to those studying machine learning for finance. There is also an in-depth treatment of exact and approximate sampling methods for stochastic differential equation models of interest rates and volatilities.Written for advanced undergraduate and masters-level courses, the book assumes some exposure to core mathematical topics such as linear algebra, ordinary differential equations, multivariate calculus, probability, and statistics at an undergraduate level. While familiarity with Python is not required, readers should be comfortable with basic programming constructs such as variables, loops, and conditional statements.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 58,51
Envío por EUR 17,30Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: New.
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contactar con el vendedorVendedor de 3 estrellasCondición: Nuevo
EUR 67,32
Envío por EUR 8,00Se envía de Italia a Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: new.
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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EUR 66,28
Envío por EUR 9,95Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.
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Librería: Revaluation Books, Exeter, , Reino UnidoRevaluation Books
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EUR 65,31
Envío por EUR 14,41Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: Brand New. 346 pages. 10.00x7.00x9.49 inches. In Stock.
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Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA
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EUR 80,30
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Hardback. Condición: New. 2024 ed. This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core.The first part provides a welcoming but nonethel…ess rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python. The second part explores the main computational methods for valuing options within the Black-Scholes framework: lattice, Monte Carlo, and finite difference methods. The third and final part covers advanced topics for the simulation of financial processes beyond the standard Black-Scholes setting. Techniques for the analysis and simulation of multidimensional financial data, including copulas, are covered and will be of interest to those studying machine learning for finance. There is also an in-depth treatment of exact and approximate sampling methods for stochastic differential equation models of interest rates and volatilities.Written for advanced undergraduate and masters-level courses, the book assumes some exposure to core mathematical topics such as linear algebra, ordinary differential equations, multivariate calculus, probability, and statistics at an undergraduate level. While familiarity with Python is not required, readers should be comfortable with basic programming constructs such as variables, loops, and conditional statements.
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 65,81
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Condición: New. In.
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 78,52
Envío por EUR 3,48Se envía dentro de Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 67,84
Envío por EUR 17,30Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: As New. Unread book in perfect condition.
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Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de AmericaRomtrade Corp.
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EUR 88,69
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Condición: 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.
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Librería: SMASS Sellers, IRVING, TX, Estados Unidos de AmericaSMASS Sellers
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EUR 91,98
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Condición: New. Brand New Original US Edition. Customer service! Satisfaction Guaranteed.
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 96,44
Envío por EUR 3,48Se envía dentro de Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.
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Librería: Majestic Books, Hounslow, , Reino UnidoMajestic Books
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EUR 96,28
Envío por EUR 7,50Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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EUR 95,14
Envío por EUR 9,95Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 4 disponibles
Condición: New.
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
Contactar con el vendedorVendedor de 3 estrellasCondición: Nuevo
EUR 98,26
Envío por EUR 8,00Se envía de Italia a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: new.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 108,63
Envío por EUR 2,30Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: New.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 53,49
Envío por EUR 62,96Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core.
Idioma: Inglés
Editorial: Springer, Berlin|Springer International Publishing|Springer 2024
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Librería: moluna, Greven, , Alemaniamoluna
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EUR 69,23
Envío por EUR 48,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 3 disponibles
Condición: New. This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core.
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Librería: Revaluation Books, Exeter, , Reino UnidoRevaluation Books
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EUR 107,20
Envío por EUR 14,41Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Paperback. Condición: Brand New. 5th edition. 600 pages. 9.00x6.00x9.02 inches. In Stock.
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Librería: Rarewaves USA United, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA United
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EUR 82,27
Envío por EUR 43,57Se envía dentro de Estados Unidos de AmericaCantidad disponible: 2 disponibles
Hardback. Condición: New. 2024 ed. This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core.The first part provides a welcoming but nonethel…ess rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python. The second part explores the main computational methods for valuing options within the Black-Scholes framework: lattice, Monte Carlo, and finite difference methods. The third and final part covers advanced topics for the simulation of financial processes beyond the standard Black-Scholes setting. Techniques for the analysis and simulation of multidimensional financial data, including copulas, are covered and will be of interest to those studying machine learning for finance. There is also an in-depth treatment of exact and approximate sampling methods for stochastic differential equation models of interest rates and volatilities.Written for advanced undergraduate and masters-level courses, the book assumes some exposure to core mathematical topics such as linear algebra, ordinary differential equations, multivariate calculus, probability, and statistics at an undergraduate level. While familiarity with Python is not required, readers should be comfortable with basic programming constructs such as variables, loops, and conditional statements.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 128,28
Envío por EUR 2,30Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Condición: As New. Unread book in perfect condition.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 69,54
Envío por EUR 63,76Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core.The firs…t part provides a welcoming but nonetheless rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python. The second part explores the main computational methods for valuing options within the Black-Scholes framework: lattice, Monte Carlo, and finite difference methods. The third and final part covers advanced topics for the simulation of financial processes beyond the standard Black-Scholes setting. Techniques for the analysis and simulation of multidimensional financial data, including copulas, are covered and will be of interest to those studying machine learning for finance. There is also an in-depth treatment of exact and approximate sampling methods for stochastic differential equation models of interest rates and volatilities.Written for advanced undergraduate and masters-level courses, the book assumes some exposure to core mathematical topics such as linear algebra, ordinary differential equations, multivariate calculus, probability, and statistics at an undergraduate level. While familiarity with Python is not required, readers should be comfortable with basic programming constructs such as variables, loops, and conditional statements.
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Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 109,53
Envío por EUR 32,24Se envía de Australia a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: new. Hardcover. This book offers an up-to-date introductory treatment of computational techniques applied to problems in finance, placing issues such as numerical stability, convergence and error analysis in both deterministic and stochastic settings at its core.The first part provides a welcoming but nonet…heless rigorous introduction to the fundamental theory of option pricing, including European, American, and exotic options along with their hedge parameters, and combines a clear treatment of the mathematical framework with practical worked examples in Python. The second part explores the main computational methods for valuing options within the Black-Scholes framework: lattice, Monte Carlo, and finite difference methods. The third and final part covers advanced topics for the simulation of financial processes beyond the standard Black-Scholes setting. Techniques for the analysis and simulation of multidimensional financial data, including copulas, are covered and will be of interest to those studying machine learning for finance. There is also an in-depth treatment of exact and approximate sampling methods for stochastic differential equation models of interest rates and volatilities.Written for advanced undergraduate and masters-level courses, the book assumes some exposure to core mathematical topics such as linear algebra, ordinary differential equations, multivariate calculus, probability, and statistics at an undergraduate level. While familiarity with Python is not required, readers should be comfortable with basic programming constructs such as variables, loops, and conditional statements. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
