gikhman ilya (18 resultados)

Condición: New. pp. 164.

Condición: New.

Condición: New. pp. 252.

Taschenbuch. Condición: Neu. Alternative Derivatives Pricing | Formal Approach | Ilya Gikhman | Taschenbuch | 164 S. | Englisch | 2010 | LAP LAMBERT Academic Publishing | EAN 9783838366050 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.

Taschenbuch. Condición: Neu. STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPPLICATIONS | Stochastic analysis of the dynamic systems | Ilya Gikhman | Taschenbuch | 252 S. | Englisch | 2011 | LAP LAMBERT Academic Publishing | EAN 9783845407913 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu.

Paperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Paperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -There are several distinctions between this book and others. The primary distinction is that we developed derivatives pricing which could not be reduced to Black-Scholes benchmark. Other distinction we do not used either expected or present value reduction standards to present equality two cash flows generated by derivative instruments. Our approach in pricing derivatives is based on the equal investment principle applied for each admissible scenario. For instance, a call option price is reflected by the underlying return for each scenario that promises price at maturity higher than its strike. The main peculiarity of this pricing is that there is no fair price and each spot or theoretical prices implies the risk. This market risk can be calculated based on statistical assumption regarding distribution of the derivative underlying. 164 pp. Englisch.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book gives a comprehensive introduction to some modern problems of stochastic differential equations and its applications. The content can be divided into four primary parts.1) Generalization of standard growth condition of the diffusion coefficient of Ito equations.2) Two parametric Ito formula and Stochastic Goursat problem, 3) Cauchy problem for linear and nonlinear stochastic equations of the parabolic type. 4) Applications. Latter part deals with: Stochastic boundary value problem of the hyperbolic type, Stochastic vibration of mechanical systems under high frequency external random forces, Stochastic Schrödinger Equations, and Elements of Derivatives pricing. 252 pp. Englisch.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Gikhman IlyaExtended research and teaching in probability and financial fields. Doctorate degree, Institute of Mathematics, Kiev. Dissertation: Stochastic Equations: Studies and Their Applications. Principal Researcher, Departme.

Condición: New. Print on Demand pp. 164 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Gikhman IlyaOver 30 years of mathematical research. Research and teaching experience in cross-disciplinary fields. Core area of interests include Probability, Statistics, finance applications, stochastic ordinary and partial differe.

Condición: New. Print on Demand pp. 252 2:B&W 6 x 9 in or 229 x 152 mm Perfect Bound on Creme w/Gloss Lam.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -There are several distinctions between this book and others. The primary distinction is that we developed derivatives pricing which could not be reduced to Black-Scholes benchmark. Other distinction we do not used either expected or present value reduction standards to present equality two cash flows generated by derivative instruments. Our approach in pricing derivatives is based on the equal investment principle applied for each admissible scenario. For instance, a call option price is reflected by the underlying return for each scenario that promises price at maturity higher than its strike. The main peculiarity of this pricing is that there is no 'fair' price and each spot or theoretical prices implies the risk. This market risk can be calculated based on statistical assumption regarding distribution of the derivative underlying.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 164 pp. Englisch.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - There are several distinctions between this book and others. The primary distinction is that we developed derivatives pricing which could not be reduced to Black-Scholes benchmark. Other distinction we do not used either expected or present value reduction standards to present equality two cash flows generated by derivative instruments. Our approach in pricing derivatives is based on the equal investment principle applied for each admissible scenario. For instance, a call option price is reflected by the underlying return for each scenario that promises price at maturity higher than its strike. The main peculiarity of this pricing is that there is no fair price and each spot or theoretical prices implies the risk. This market risk can be calculated based on statistical assumption regarding distribution of the derivative underlying.

Condición: New. PRINT ON DEMAND pp. 252.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book gives a comprehensive introduction to some modern problems of stochastic differential equations and its applications. The content can be divided into four primary parts.1) Generalization of standard growth condition of the diffusion coefficient of Ito equations.2) Two parametric Ito formula and Stochastic Goursat problem, 3) Cauchy problem for linear and nonlinear stochastic equations of the parabolic type. 4) Applications. Latter part deals with: Stochastic boundary value problem of the hyperbolic type, Stochastic vibration of mechanical systems under high frequency external random forces, Stochastic Schrödinger Equations, and Elements of Derivatives pricing.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 252 pp. Englisch.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book gives a comprehensive introduction to some modern problems of stochastic differential equations and its applications. The content can be divided into four primary parts.1) Generalization of standard growth condition of the diffusion coefficient of Ito equations.2) Two parametric Ito formula and Stochastic Goursat problem, 3) Cauchy problem for linear and nonlinear stochastic equations of the parabolic type. 4) Applications. Latter part deals with: Stochastic boundary value problem of the hyperbolic type, Stochastic vibration of mechanical systems under high frequency external random forces, Stochastic Schrödinger Equations, and Elements of Derivatives pricing.