john j cummins (30 resultados)

Condición: good. Fast Free Shipping â" Good condition. It may show normal signs of use, such as light writing, highlighting, or library markings, but all pages are intact and the book is fully readable. A solid, complete copy that's ready to enjoy.

Hardcover. Condición: Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority!

Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!

Condición: Very Good. Multiple Copies Available - Very Good Condition - May have school stamp and/or student names - May have some cover wear - DOES NOT INCLUDE ANY CDs OR ACCESS CODES IF APPLICABLE.

Hardcover. Condición: Good. Book Leaves in 1 Business Day or Less! Leaves Same Day if Received by 2 pm EST! Cover has some wear, mostly corners and binding. Good. Multiple copies available. MI.

Hardcover. Condición: As New. Unused! Book Leaves in 1 Business Day or Less! Leaves Same Day if Received by 2 pm EST! Slight shelf wear. Contents Unused. Like New.

Condición: Aceptable. : Glencoe Geometry es un libro de texto de matemáticas para estudiantes de secundaria. Cubre los conceptos básicos de la geometría, incluyendo puntos, líneas, planos, ángulos, triángulos, cuadriláteros, círculos, área, volumen y trigonometría. El libro está diseñado para ayudar a los estudiantes a desarrollar sus habilidades de razonamiento lógico y resolución de problemas. EAN: 9780078296376 Tipo: Libros Categoría: Educación|Libros de Texto Título: Glencoe Geometry, Student Edition Autor: Cindy J. Boyd| Jerry Cummins| Carol Malloy| John Carter| Alfinio Flores Editorial: GLENCOE SECONDARY Idioma: en Páginas: 794 Formato: tapa dura.

hardcover. Condición: New. In shrink wrap. Looks like an interesting title!

Soft cover. Condición: Near Fine. Personalised gift inscription by author. Inscribed by Author(s).

Condición: Fair. Multiple Copies Available - COVER IS TATTERED WITH EXPOSED CARDBOARD - May have school stamp and/or student names - May have writing and highlighting - DOES NOT INCLUDE ANY CDs OR ACCESS CODES IF APPLICABLE.

Paperback. Condición: New. New, never used! Has slight shelf wear due to storage. Stamped Avitar Books on inside cover. All books directly from Avitar Books, we never use a 3rd party. Will ship within 24 hours, Monday - Friday!

Condición: New.

Condición: New.

Condición: New. pp. 218.

Taschenbuch. Condición: Neu. Topics in Numerical Methods for Finance | Mark Cummins (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xii | Englisch | 2014 | Springer | EAN 9781489973559 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Condición: As New. Unread book in perfect condition.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.

Condición: As New. Unread book in perfect condition.

Paperback. Condición: Brand New. 216 pages. 9.25x6.10x0.49 inches. In Stock.

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

Condición: Good. Broadside. 11.5" x 9" Folded Sheet, Letterpress on Deckled Wove, Gilt Capital, Gothic Font, Red and Black Ink, Text within Light Green Decorative Border. [4 pp.]. Good with tiny marginal tears, else Very Good +. Scarce.

Leatherbound. Condición: NEW. BOOKS ARE EXEMPT FROM IMPORT DUTIES AND TARIFFS; NO EXTRA CHARGES APPLY. Leather Binding on Spine and Corners with Golden leaf printing on spine. Bound in genuine leather with Satin ribbon page markers and Spine with raised gilt bands. A perfect gift for your loved ones. Reprinted from 1846 edition. NO changes have been made to the original text. This is NOT a retyped or an ocr'd reprint. Illustrations, Index, if any, are included in black and white. Each page is checked manually before printing. As this print on demand book is reprinted from a very old book, there could be some missing or flawed pages, but we always try to make the book as complete as possible. Fold-outs, if any, are not part of the book. If the original book was published in multiple volumes then this reprint is of only one volume, not the whole set and contains approximately 21 pages. IF YOU WISH TO ORDER PARTICULAR VOLUME OR ALL THE VOLUMES YOU CAN CONTACT US. Resized as per current standards. Sewing binding for longer life, where the book block is actually sewn (smythe sewn/section sewn) with thread before binding which results in a more durable type of binding. Language: English.

Cloth. Condición: Very Good Indeed. Not stated Ilustrador. First edition. Seven volumes from this history series on world exploration densely illustrated with plates and maps. Seven first edition works from The Hakluyt Society second series on histories of navigation and exploration.In the original publisher's cloth bindings and dust wrappers. All dust wrappers are unclipped except for 'The History of the Tahitian Mission'.Includes the following works in order of publication. The History of the Tahitian Mission 1799-1830 (1961) written by John Davies, edited by C. W. Newbury. With twenty illustrations of monochrome plates and maps and a large folding map inserted in a pocket at the rear. Prior owner"s ink inscription from 1961 to the first free endpaper. The Travels and Controversies of Friar Domingo Navarrete 1618-86 (1962) edited by J. S. Cummins, complete in two volumes. Volume I has seven monochrome plates and three maps. Volume II has eleven monochrome plates, two of which are folding, and three maps including one folding map. Prior owner"s ink inscriptions to the first free endpapers dated 1962. Byron"s Journal of his Circumnavigation 1764-1766 (1964) edited by Robert E. Gallagher is illustrated with seventeen monochrome plates and two maps. The Letters of F. W. Ludwig Leichhardt (1968) collected and newly translated by M. Aurousseau, complete in three volumes.Volume I has four maps, Volume II has five maps one of which is folding, and Volume III has two maps.Collated, complete. In the original publisher's cloth bindings and dust wrappers. All dust wrappers are unclipped except for on 'Tahitian Mission'. Externally, smart. There is spotting to the dust wrappers of all but the three volume 'Leichhardt' series. There is a large closed tear to the dust wrapper of Volume III of 'Leichhardt'. There is some slight wear to the extremities of the dust wrappers. To the bindings, there is some minor bumping to the heads and tails of the spines and to the extremities. Prior owner's ink inscriptions from 1961 and 1962 to the first free endpapers of 'Tahitian' and the two volumes of 'Navarrete'. There is some spotting to the fore edges of all but the three volume 'Leichhardt'. Internally, firmly bound. The pages are bright and clean. Very Good Indeed. book.

Condición: new. Questo è un articolo print on demand.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets. 216 pp. Englisch.

Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides valuable, practical and cutting-edge developments in a variety of quantitative finance areas, including option pricing, arbitrage-free surface construction, moving boundary problems, arbitrage-free parity theory and fear measurementPrese.

Condición: New. Print on Demand pp. 218 47 Illus. (40 Col.).

Condición: New. PRINT ON DEMAND pp. 218.

Condición: New. PRINT ON DEMAND pp. 218.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Presenting state-of-the-art methods in the area, the book begins with a presentation of weak discrete time approximations of jump-diffusion stochastic differential equations for derivatives pricing and risk measurement. Using a moving least squares reconstruction, a numerical approach is then developed that allows for the construction of arbitrage-free surfaces. Free boundary problems are considered next, with particular focus on stochastic impulse control problems that arise when the cost of control includes a fixed cost, common in financial applications. The text proceeds with the development of a fear index based on equity option surfaces, allowing for the measurement of overall fear levels in the market. The problem of American option pricing is considered next, applying simulation methods combined with regression techniques and discussing convergence properties. Changing focus to integral transform methods, a variety of option pricing problems are considered. The COS method is practically applied for the pricing of options under uncertain volatility, a method developed by the authors that relies on the dynamic programming principle and Fourier cosine series expansions. Efficient approximation methods are next developed for the application of the fast Fourier transform for option pricing under multifactor affine models with stochastic volatility and jumps. Following this, fast and accurate pricing techniques are showcased for the pricing of credit derivative contracts with discrete monitoring based on the Wiener-Hopf factorisation. With an energy theme, a recombining pentanomial lattice is developed for the pricing of gas swing contracts under regime switching dynamics. The book concludes with a linear and nonlinear review of the arbitrage-free parity theory for the CDS and bond markets.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 216 pp. Englisch.