John j cummins (43 resultados)

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

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Condición: Fair. : 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.…

Condición: New.

Condición: New.

Condición: New. In English.

Condición: New. pp. 218.

Condición: New. pp. 218.

Buch. 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.…

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: Hervorragend. Zustand: Hervorragend | Sprache: Englisch | Produktart: Bücher | 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.…

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.…

Hardcover. Condición: Brand New. 204 pages. 9.25x6.00x0.76 inches. In Stock.

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

Condición: As New. Unread book in perfect condition.

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

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

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: gut. 2012. Topics in Numerical Methods for Finance In englischer Sprache. pages.

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.…