Thomas wake epps (26 resultados)
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Librería: Big River Books, Powder Springs, GA, Estados Unidos de AmericaBig River Books
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EUR 35,12
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Condición: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting.
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Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de AmericaRomtrade Corp.
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EUR 48,97
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Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Librería: Basi6 International, Irving, TX, Estados Unidos de AmericaBasi6 International
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EUR 49,36
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Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Librería: YourTechBooks, Bala Cynwyd, PA, Estados Unidos de AmericaYourTechBooks
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EUR 37,82
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Condición: Very Good. 2nd Edition. Used, like-new, tight spine, no markings, from smoke-free environment.
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 63,16
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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 65,39
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Paperback. Condición: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 62,89
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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Idioma: Inglés
Editorial: World Scientific Publishing Co Pte Ltd, Singapore, 2007
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 74,45
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Paperback. Condición: new. Paperback. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools…from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA
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EUR 75,96
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Paperback. Condición: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
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Librería: HPB-Red, Dallas, TX, Estados Unidos de AmericaHPB-Red
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EUR 76,39
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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.
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Librería: GoldBooks, Denver, CO, Estados Unidos de AmericaGoldBooks
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EUR 75,83
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Paperback. Condición: new. New Copy. Customer Service Guaranteed.
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 101,54
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 102,58
Envío por EUR 8,91Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 15 disponibles
HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 105,43
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Condición: New. In.
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Librería: Rarewaves USA United, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA United
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EUR 77,85
Envío por EUR 43,72Se envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Paperback. Condición: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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EUR 60,61
Envío por EUR 75,89Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 9 disponibles
Paperback. Condición: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
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Librería: Mispah books, Redhill, SURRE, Reino UnidoMispah books
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EUR 111,84
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Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Idioma: Inglés
Editorial: World Scientific Publishing Co Pte Ltd, Singapore, 2007
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Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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EUR 112,48
Envío por EUR 32,35Se envía de Australia a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: new. Paperback. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools…from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 148,34
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Hardcover. Condición: Brand New. 820 pages. 9.25x6.25x2.00 inches. In Stock.
Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 130,16
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 132,64
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: moluna, Greven, Alemaniamoluna
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EUR 59,45
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Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. KlappentextrnrnThis book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in maste…rs-level programs in financial mathematics and comput.
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Librería: moluna, Greven, Alemaniamoluna
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EUR 92,77
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Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisThe Theory of Probability: Probability on Abstract Sets Probability on Sets of Real Numbers Mathematical Expectation Models for Distributions The Theory of Statistics: Sampling Distribution…s Asymptotic Distribution.
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Librería: preigu, Osnabrück, Alemaniapreigu
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EUR 96,25
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Buch. Condición: Neu. PROBABILITY AND STATISTICAL THEORY FOR APPLIED RESEARCHERS | Epps Thomas Wake | Buch | Gebunden | Englisch | 2013 | World Scientific | EAN 9789814513159 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 116,86
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Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book develops the theory of probability and mathematical statistics at a level suitable for those at the frontiers of applied research, and it provides the necessary concepts of measure theory and analysis along the way. Down-to-earth expl…anations and an abundance of examples and exercises throughout the text make these concepts accessible to those with preparation limited to vector calculus and elementary statistics. Complete, detailed solutions to all the exercises are at the end of each chapter. These both develop one's technique for problem solving and afford immediate self-assessment of the level of understanding.
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Librería: moluna, Greven, Alemaniamoluna
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EUR 116,16
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs, this book presents techniques for valuing derivative securities. It provides tools from analysis…, probability theory, the theory of stoc.
