Tretyakov m v (10 resultados)

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.

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9781908977380. …

Condición: Used. pp. x + 266.

Condición: Used. pp. x + 266 Illus.

Condición: Used. pp. x + 266.

Condición: New.

Condición: New. In English.

Gebundene Ausgabe. Condición: Sehr gut. 278 Seiten; Der Artikel ist in einem sehr guten Zustand und wurde nach den Trendbee-QualitÃtssicherungsstandards umfassend geprÃft. Versand aus Deutschland! RAF 2-0656-10-14-2021 Sprache: Englisch Gewicht in Gramm: 535.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisFinancial Instruments and Arbitrage: Time Value of Money Forwards, Futures and Arbitrage Bonds and Swaps European Options Discrete-Time Stochastic Modeling and Pricing Options: Binary Model of Price Evolution Eleme.…

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book is an elementary introduction to the basic concepts of financial mathematics with a central focus on discrete models and an aim to demonstrate simple, but widely used, financial derivatives for managing market risks. Only a basic knowledge of probability, real analysis, ordinary differential equations, linear algebra and some common sense are required to understand the concepts considered in this book.Financial mathematics is an application of advanced mathematical and statistical methods to financial management and markets, with a main objective of quantifying and hedging risks. Since the book aims to present the basics of financial mathematics to the reader, only essential elements of probability and stochastic analysis are given to explain ideas concerning derivative pricing and hedging. To keep the reader intrigued and motivated, the book has a 'sandwich' structure: probability and stochastics are given in situ where mathematics can be readily illustrated by application to finance.The first part of the book introduces one of the main principles in finance -- 'no arbitrage pricing'. It also introduces main financial instruments such as forward and futures contracts, bonds and swaps, and options. The second part deals with pricing and hedging of European- and American-type options in the discrete-time setting. In addition, the concept of complete and incomplete markets is discussed. Elementary probability is briefly revised and discrete-time discrete-space stochastic processes used in financial modelling are considered. The third part introduces the Wiener process, Ito integrals and stochastic differential equations, but its main focus is the famous Black-Scholes formula for pricing European options. Some guidance for further study within this exciting and rapidly changing field is given in the concluding chapter. There are approximately 100 exercises interspersed throughout the book, and solutions for most problems are provided in the appendices.…