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Añadir al carritoHRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Librería: Brook Bookstore On Demand, Napoli, NA, Italia
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 116,71
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 117,61
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Añadir al carritoCondición: As New. Unread book in perfect condition.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 118,11
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Añadir al carritoCondición: As New. Unread book in perfect condition.
EUR 141,57
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Añadir al carritoCondición: New. pp. xxii + 320 Illus.
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Original o primera edición
EUR 134,25
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Añadir al carritoCondición: New. This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. . Num Pages: 344 pages, Illustrations. BIC Classification: KFFM2. Category: (P) Professional & Vocational. Dimension: 253 x 284 x 25. Weight in Grams: 774. . 2005. 1st Edition. Hardcover. . . . .
Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de America
EUR 145,73
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Añadir al carritohardcover. Condición: New. In shrink wrap. Looks like an interesting title!
EUR 140,37
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Añadir al carritoCondición: Very good.
Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 158,80
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Añadir al carritoCondición: New. pp. xxii + 320.
EUR 119,14
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Añadir al carritoCondición: New. ANDREAS KYPRIANOU has a degree in Mathematics from Oxford University and a PhD in Probability Theory from Sheffield University. He has held academic positions in Mathematics and Statistics departments at The London School of Economics, Edinburgh University,.
Idioma: Inglés
Publicado por John Wiley & Sons Limited, New Jersey, 2005
ISBN 10: 0470016841 ISBN 13: 9780470016848
Librería: MARCIAL PONS LIBRERO, MADRID, M, España
EUR 149,86
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Añadir al carritoTAPA DURA. Condición: New.
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
EUR 170,63
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Añadir al carritoCondición: New. This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. . Num Pages: 344 pages, Illustrations. BIC Classification: KFFM2. Category: (P) Professional & Vocational. Dimension: 253 x 284 x 25. Weight in Grams: 774. . 2005. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
EUR 146,73
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Añadir al carritoBuch. Condición: Neu. Neuware - Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Lévy process. Working with Lévy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Lévy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time, exotic derivatives are gaining increasing importance as financial instruments and are traded nowadays in large quantities in OTC markets. The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced Lévy markets, written by leading scientists in this field.In recent years, Lévy processes have leapt to the fore as a tractable mechanism for modeling asset returns. Exotic option values are especially sensitive to an accurate portrayal of these dynamics. This comprehensive volume provides a valuable service for financial researchers everywhere by assembling key contributions from the world's leading researchers in the field. Peter Carr, Head of Quantitative Finance, Bloomberg LPThis book provides a front-row seat to the hottest new field in modern finance: options pricing in turbulent markets. The old models have failed, as many a professional investor can sadly attest. So many of the brightest minds in mathematical finance across the globe are now in search of new, more accurate models. Here, in one volume, is a comprehensive selection of this cutting-edge research. Richard L. Hudson, former Managing Editor of The Wall Street Journal Europe, and co-author with Benoit B. Mandelbrot of The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward.
EUR 239,14
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Añadir al carritoHardcover. Condición: Brand New. 1st edition. 344 pages. 9.50x6.50x1.00 inches. In Stock.
EUR 241,65
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Añadir al carritoHardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
EUR 129,43
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Añadir al carritoHardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.
Idioma: Inglés
Publicado por John Wiley & Sons Inc, New York, 2005
ISBN 10: 0470016841 ISBN 13: 9780470016848
Librería: CitiRetail, Stevenage, Reino Unido
Original o primera edición Impresión bajo demanda
EUR 116,61
Cantidad disponible: 1 disponibles
Añadir al carritoHardcover. Condición: new. Hardcover. Since around the turn of the millennium there has been a general acceptance that one of the more practical improvements one may make in the light of the shortfalls of the classical Black-Scholes model is to replace the underlying source of randomness, a Brownian motion, by a Levy process. Working with Levy processes allows one to capture desirable distributional characteristics in the stock returns. In addition, recent work on Levy processes has led to the understanding of many probabilistic and analytical properties, which make the processes attractive as mathematical tools. At the same time, exotic derivatives are gaining increasing importance as financial instruments and are traded nowadays in large quantities in OTC markets. The current volume is a compendium of chapters, each of which consists of discursive review and recent research on the topic of exotic option pricing and advanced Levy markets, written by leading scientists in this field. In recent years, Levy processes have leapt to the fore as a tractable mechanism for modeling asset returns. Exotic option values are especially sensitive to an accurate portrayal of these dynamics. This comprehensive volume provides a valuable service for financial researchers everywhere by assembling key contributions from the world's leading researchers in the field. Peter Carr, Head of Quantitative Finance, Bloomberg LP. This book provides a front-row seat to the hottest new field in modern finance: options pricing in turbulent markets. The old models have failed, as many a professional investor can sadly attest. So many of the brightest minds in mathematical finance across the globe are now in search of new, more accurate models. Here, in one volume, is a comprehensive selection of this cutting-edge research. Richard L. Hudson, former Managing Editor of The Wall Street Journal Europe, and co-author with Benoit B. Mandelbrot of The (Mis)Behaviour of Markets: A Fractal View of Risk, Ruin and Reward This book covers key topics on the subject of exotic option pricing and modeling, including model risk, Monte-Carlo simulation issues, pricing and hedging of American-style exotics, convertible bonds, and more. It will serve as a leading reference for anyone working in probability theory and financial mathematics. . This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 150,99
Cantidad disponible: 2 disponibles
Añadir al carritoHardcover. Condición: Brand New. 1st edition. 344 pages. 9.50x6.50x1.00 inches. In Stock. This item is printed on demand.