Nigel j cutland (74 resultados)

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Condición: New. pp. 344 63 Illus.

Paperback. Condición: New. 2013th. This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative. To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered. The theory examines the simplest possible financial model having only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. Theemphasis throughout is on clarity combined with full rigour. The later chapters deal with more advanced topics, including how the discrete time theory is related to the famous continuous time Black-Scholes theory, and a uniquely thorough treatment of American options. The book assumes no prior knowledge of financial markets, and the mathematical prerequisites are limited to elementary linear algebra and probability. This makes it accessible to undergraduates in mathematics as well as students of other disciplines with a mathematical component. It includes numerous worked examples and exercises, making it suitable for self-study. …

Condición: New. pp. 344.

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Condición: New. pp. 344.

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Paperback. Condición: Brand New. pap/psc edition. 332 pages. 9.45x0.87x6.14 inches. In Stock.

Condición: Very Good. Minor wear and marks to the cover on both sides. Content is clean throughout. A decent hardback.

Condición: Used. pp. 272.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This expanded version of the 1997 European Mathematical Society Lectures given by the author in Helsinki, begins with a self-contained introduction to nonstandard analysis (NSA) and the construction of Loeb Measures, which are rich measures discovered in 1975 by Peter Loeb, using techniques from NSA. Subsequent chapters sketch a range of recent applications of Loeb measures due to the author and his collaborators, in such diverse fields as (stochastic) fluid mechanics, stochastic calculus of variations ('Malliavin' calculus) and the mathematical finance theory. The exposition is designed for a general audience, and no previous knowledge of either NSA or the various fields of applications is assumed. …

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Condición: Used. pp. 272.

Kartoniert / Broschiert. Condición: New. Includes supplementary material: sn.pub/extrasThis expanded version of the 1997 European Mathematical Society Lectures given by the author in Helsinki, begins with a self-contained introduction to nonstandard analysis (NSA) and the construction o.

Paperback. Condición: Very Good. Estado de la sobrecubierta: No d/j as Published. Type: Book N.B. Small plain label to ffep. Crease to bottom edge of front cover. Rubbing to corners of covers.

Taschenbuch. Condición: Neu. Loeb Measures in Practice: Recent Advances | EMS Lectures 1997 | Nigel J. Cutland | Taschenbuch | Lecture Notes in Mathematics | cxxxii | Englisch | 2000 | Springer | EAN 9783540413844 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Taschenbuch. Condición: Neu. Derivative Pricing in Discrete Time | Nigel J. Cutland (u. a.) | Taschenbuch | Springer Undergraduate Mathematics Series | xv | Englisch | 2012 | Springer | EAN 9781447144076 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Condición: New. pp. 264.

Paperback. Condición: New. 2013th. This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thriving area of mathematical research. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative. To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered. The theory examines the simplest possible financial model having only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. Theemphasis throughout is on clarity combined with full rigour. The later chapters deal with more advanced topics, including how the discrete time theory is related to the famous continuous time Black-Scholes theory, and a uniquely thorough treatment of American options. The book assumes no prior knowledge of financial markets, and the mathematical prerequisites are limited to elementary linear algebra and probability. This makes it accessible to undergraduates in mathematics as well as students of other disciplines with a mathematical component. It includes numerous worked examples and exercises, making it suitable for self-study. …

Condición: Gut. Zustand: Gut | Sprache: Englisch | Produktart: Bücher | This expanded version of the 1997 European Mathematical Society Lectures given by the author in Helsinki, begins with a self-contained introduction to nonstandard analysis (NSA) and the construction of Loeb Measures, which are rich measures discovered in 1975 by Peter Loeb, using techniques from NSA. Subsequent chapters sketch a range of recent applications of Loeb measures due to the author and his collaborators, in such diverse fields as (stochastic) fluid mechanics, stochastic calculus of variations ("Malliavin" calculus) and the mathematical finance theory. The exposition is designed for a general audience, and no previous knowledge of either NSA or the various fields of applications is assumed.…

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - What can computers do in principle What are their inherent theoretical limitations These are questions to which computer scientists must address themselves. The theoretical framework which enables such questions to be answered has been developed over the last fifty years from the idea of a computable function: intuitively a function whose values can be calculated in an effective or automatic way. This book is an introduction to computability theory (or recursion theory as it is traditionally known to mathematicians). Dr Cutland begins with a mathematical characterisation of computable functions using a simple idealised computer (a register machine); after some comparison with other characterisations, he develops the mathematical theory, including a full discussion of non-computability and undecidability, and the theory of recursive and recursively enumerable sets. The later chapters provide an introduction to more advanced topics such as Gödel's incompleteness theorem, degrees of unsolvability, the Recursion theorems and the theory of complexity of computation. Computability is thus a branch of mathematics which is of relevance also to computer scientists and philosophers. Mathematics students with no prior knowledge of the subject and computer science students who wish to supplement their practical expertise with some theoretical background will find this book of use and interest.…

Condición: Sehr gut. Zustand: Sehr gut | Seiten: 272 | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook is an introduction to non-standard analysis and to its many applications. Non standard analysis (NSA) is a subject of great research interest both in its own right and as a tool for answering questions in subjects such as functional analysis, probability, mathematical physics and topology. The book arises from a conference held in July 1986 at the University of Hull which was designed to provide both an introduction to the subject through introductory lectures, and surveys of the state of research. The first part of the book is devoted to the introductory lectures and the second part consists of presentations of applications of NSA to dynamical systems, topology, automata and orderings on words, the non- linear Boltzmann equation and integration on non-standard hulls of vector lattices. One of the book's attractions is that a standard notation is used throughout so the underlying theory is easily applied in a number of different settings. Consequently this book will be ideal for graduate students and research mathematicians coming to the subject for the first time and it will provide an attractive and stimulating account of the subject.…

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