Stapleton richard c (21 resultados)

Condición: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Condición: As New. Unread book in perfect condition.

Condición: As New. Unread book in perfect condition.

Condición: New.

Condición: New.

Paperback. Condición: LIKE NEW. Like new. This is a purple softcover with illustrated cover, 2003, published by the Upjohn Institute for Employment Research, 427pp. Perfect condition. **We provide professional service and individual attention to your order, daily shipments, and sturdy packaging. FREE TRACKING ON ALL SHIPMENTS WITHIN USA. …

Condición: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Condición: As New. Unread book in perfect condition.

Soft cover. Condición: Very Good. RAILROAD HISTORY #139; Autumn/ 1978; >>> Contents - (1)"The Portland Company" . Richard F. Dole; (2) "Mt. Clare Station" by Herbert H. Harwood. Jr.; (3) "Running Special on the Burlington" by Richard C. Overton; (4) "The Origin of American Railroad Technology" by Darwin H.Stapleton; (5) "Locomotive Rosters For Major Railroads" by William D. Edson (6) "Minutes of the Annual Meeting"; Size: 8vo - over 7¾" - 9¾" tall TRUE FIRST Edition MAGAZINE Format Thus. Line Drawn Cover Art. (ilustrador). Book.…

Condición: New.

Condición: New.

Condición: As New. Unread book in perfect condition.

Soft Cover. Condición: Very Good. 156 pp. Solidly bound copy with minimal external wear, crisp pages and clean text. Relevant materials included from previous owner.

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Condición: New.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: As New. Unread book in perfect condition.

Condición: New. In English.

Condición: Good. A copy that has been read, but remains in clean condition. All pages are intact, and the cover is intact (including dust cover, if applicable). The spine may show signs of wear. Pages can include limited notes and highlighting, and the copy can include "From the library of" labels or limited small stickers. Book may have a remainder mark or be a price cutter.…

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Relying on the existence, in a complete market, of a pricing kernel, this book covers the pricing of assets, derivatives, and bonds in a discrete time, complete markets framework. It is primarily aimed at advanced Masters and PhD students in finance.-- Covers asset pricing in a single period model, deriving a simple complete market pricing model and using Stein's lemma to derive a version of the Capital Asset Pricing Model.-- Looks more deeply into some of the utility determinants of the pricing kernel, investigating in particular the effect of non-marketable background risks on the shape of the pricing kernel.-- Derives the prices of European-style contingent claims, in particular call options, in a one-period model; derives the Black-Scholes model assuming a lognormal distribution for the asset and a pricing kernel with constant elasticity, and emphasizes the idea of a risk-neutral valuation relationship between the price of a contingent claim on an asset and the underlying asset price.-- Extends the analysis to contingent claims on assets with non-lognormal distributions and considers the pricing of claims when risk-neutral valuation relationships do not exist.-- Expands the treatment of asset pricing to a multi-period economy, deriving prices in a rational expectations equilibrium.-- Uses the rational expectations framework to analyse the pricing of forward and futures contracts on assets and derivatives.-- Analyses the pricing of bonds given stochastic interest rates, and then uses this methodology to model the drift of forward rates, and as a special case the drift of the forward London Interbank Offer Rate in the LIBOR Market Model.…