Isbn: 9780521192538 - an elementary introduction to mathematical finance 3rd edition hardback (26 resultados)

Hardcover. Condición: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

Condición: very_good. Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships USPS Media Mail.…

Condición: Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.

Condición: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

hardcover. Condición: Very Good.

Condición: Very Good.

Hardcover. Condición: Like New. Like NewLIKE NEW. book.

Hardcover. Condición: Like New. Like NewLIKE NEW. book.

Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Condición: New. In English.

Condición: As New. Unread book in perfect condition.

Condición: New.

Condición: New.

Hardcover. Condición: new. New Copy. Customer Service Guaranteed.

Hardback. Condición: New. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.…

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: Brand New. 3rd edition. 305 pages. 9.00x6.00x0.75 inches. In Stock.

Condición: New. 2011. 3rd Edition. Hardcover. The third edition of a textbook on the basics of option pricing designed for both professional traders and undergraduates studying the basics of finance. Num Pages: 322 pages, 19 b/w illus. 9 tables 175 exercises. BIC Classification: KFFM; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 161 x 23. Weight in Grams: 602. 322 pages, 19 b/w illus. 9 tables 175 exercises. The third edition of a textbook on the basics of option pricing designed for both professional traders and undergraduates studying the basics of finance. Cateogry: (P) Professional & Vocational; (U) Tertiary Education (US: College). BIC Classification: KFFM; PBW. Dimension: 229 x 161 x 23. Weight: 568. . . . . . Books ship from the US and Ireland. …

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. This third edition includes three new chapters, along with expanded sets of exercises and references for all the chapters.…

Hardback. Condición: New. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.…

Condición: New. 2011. 3rd Edition. Hardcover. The third edition of a textbook on the basics of option pricing designed for both professional traders and undergraduates studying the basics of finance. Num Pages: 322 pages, 19 b/w illus. 9 tables 175 exercises. BIC Classification: KFFM; PBW. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 229 x 161 x 23. Weight in Grams: 602. 322 pages, 19 b/w illus. 9 tables 175 exercises. The third edition of a textbook on the basics of option pricing designed for both professional traders and undergraduates studying the basics of finance. Cateogry: (P) Professional & Vocational; (U) Tertiary Education (US: College). BIC Classification: KFFM; PBW. Dimension: 229 x 161 x 23. Weight: 568. . . . . . …

Hardcover. Condición: new. Hardcover. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. This third edition includes three new chapters, along with expanded sets of exercises and references for all the chapters. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Hardback. Condición: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days.

Hardcover. Condición: new. Hardcover. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. This third edition includes three new chapters, along with expanded sets of exercises and references for all the chapters. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.…

Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. This third edition includes three new chapters, along with expa.…

Hardcover. Condición: new. Hardcover. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters. This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. This third edition includes three new chapters, along with expanded sets of exercises and references for all the chapters. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…