Walden johan (36 resultados)
Idioma: Inglés
Editorial: Springer, 2015
Serie: Lecture Notes in Statistics, Libro 64 de 72. Libro 64 de 72 - Lecture Notes in Statistics
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 52,32
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Idioma: Inglés
Editorial: Springer, 2015
Serie: Lecture Notes in Statistics, Libro 64 de 72. Libro 64 de 72 - Lecture Notes in Statistics
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 62,19
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EUR 67,59
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 69,98
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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 63,52
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HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Idioma: Inglés
Editorial: Springer, 2015
Serie: Lecture Notes in Statistics, Libro 64 de 72. Libro 64 de 72 - Lecture Notes in Statistics
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 59,33
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Condición: New. In.
Idioma: Inglés
Editorial: Springer 2015-06-30, 2015
Serie: Lecture Notes in Statistics, Libro 64 de 72. Libro 64 de 72 - Lecture Notes in Statistics
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Librería: Chiron Media, Wallingford, Reino UnidoChiron Media
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EUR 56,97
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Paperback. Condición: New.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 73,86
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Condición: As New. Unread book in perfect condition.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 63,51
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Condición: New.
Idioma: Inglés
Editorial: Springer, 2015
Serie: Lecture Notes in Statistics, Libro 64 de 72. Libro 64 de 72 - Lecture Notes in Statistics
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 79,59
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Condición: New. pp. 119.
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Librería: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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EUR 71,58
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Condición: new.
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 86,16
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Hardback. Condición: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by… what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.
Idioma: Inglés
Editorial: Springer Verlag, 2015
Serie: Lecture Notes in Statistics, Libro 64 de 72. Libro 64 de 72 - Lecture Notes in Statistics
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 77,23
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Paperback. Condición: Brand New. 2015 edition. 190 pages. 9.00x6.00x0.50 inches. In Stock.
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Librería: Chiron Media, Wallingford, Reino UnidoChiron Media
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EUR 73,44
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hardcover. Condición: New.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 74,95
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Condición: As New. Unread book in perfect condition.
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 89,71
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Condición: New.
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Librería: THE SAINT BOOKSTORE, Southport, Reino UnidoTHE SAINT BOOKSTORE
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EUR 78,71
Envío por EUR 18,69Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. New copy - Usually dispatched within 4 working days.
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Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA
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EUR 98,12
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Hardback. Condición: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by… what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.
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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 85,69
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Condición: New. 2026. hardcover. . . . . .
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 97,15
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Condición: New.
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 105,25
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Hardcover. Condición: new. Hardcover. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance.This book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it i…s grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterise the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 91,52
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Hardcover. Condición: Brand New. 448 pages. 10.00x8.00x10.00 inches. In Stock.
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Librería: Speedyhen, Hertfordshire, Reino UnidoSpeedyhen
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EUR 64,53
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Condición: NEW.
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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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EUR 108,56
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Condición: New. 2026. hardcover. . . . . . Books ship from the US and Ireland.
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Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail
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EUR 81,76
Envío por EUR 43,20Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover. Condición: new. Hardcover. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance.This book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it i…s grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterise the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Librería: Russell Books, Victoria, BC, CanadaRussell Books
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EUR 109,08
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hardcover. Condición: New. Special order direct from the distributor.
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Librería: moluna, Greven, Alemaniamoluna
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EUR 81,88
Envío por EUR 48,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Condición: New.
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Librería: Rarewaves USA United, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA United
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EUR 100,14
Envío por EUR 43,72Se envía dentro de Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardback. Condición: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by… what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.
- Tapa dura
Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 135,29
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Hardcover. Condición: Brand New. 448 pages. 10.00x8.00x10.00 inches. In Stock.
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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EUR 80,30
Envío por EUR 75,89Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by… what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.
