9780521791632 - Derivatives in Financial Markets with Stochastic Volatility Hardback de Fouque; Papanicolaou; Sircar (22 resultados)

Condición: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

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!

Condición: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,500grams, ISBN:0521791634.

Condición: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

hardcover. Condición: As New. Looks brand new and unread but has ownership ink to title page. Hardcover in jacket.A34 Please email for photos. Larger books or sets may require additional shipping charges. Books sent via US Postal.

Leinen Leinen. Condición: Sehr gut. Reprinted. XIV, 218 Seiten, Zust: Gutes Exemplar. Mit original Schutzumschlag. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 426.

Hardback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condición: New.

Condición: New. In.

Condición: New. This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility. Num Pages: 218 pages, illustrations. BIC Classification: KFFM; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 149 x 23. Weight in Grams: 446. . 2000. Illustrated. hardcover. . . . .

Condición: New. pp. 218.

Condición: New. This book, first published in 2000, addresses pricing and hedging derivative securities in uncertain and changing market volatility. Num Pages: 218 pages, illustrations. BIC Classification: KFFM; PBWL. Category: (P) Professional & Vocational. Dimension: 234 x 149 x 23. Weight in Grams: 446. . 2000. Illustrated. hardcover. . . . . Books ship from the US and Ireland.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.

Hardcover. Condición: new. Hardcover. This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. The authors present mathematical and statistical tools that exploit the volatile nature of the market. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one-semester course for graduate students with some exposure to methods of stochastic modeling and arbitrage pricing theory in finance. The volume is easily accessible to derivatives practitioners in the financial engineering industry. Addresses financial mathematics of pricing and hedging derivative securities in uncertain and changing market volatility. The mathematics is introduced through examples and illustrated with simulations, and the modeling approach described is validated and tested on market data. Suitable for a one-semester course for graduate students. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Hardcover. Condición: Brand New. 1st edition. 201 pages. 9.00x6.00x0.75 inches. In Stock. This item is printed on demand.

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

Hardcover. Condición: new. Hardcover. This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. The authors present mathematical and statistical tools that exploit the volatile nature of the market. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one-semester course for graduate students with some exposure to methods of stochastic modeling and arbitrage pricing theory in finance. The volume is easily accessible to derivatives practitioners in the financial engineering industry. Addresses financial mathematics of pricing and hedging derivative securities in uncertain and changing market volatility. The mathematics is introduced through examples and illustrated with simulations, and the modeling approach described is validated and tested on market data. Suitable for a one-semester course for graduate students. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Condición: New. Print on Demand pp. 218 Illus.

Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book, first published in 2000, addresses financial mathematics of pricing and hedging derivative securities in uncertain and changing market volatility. The mathematics is introduced through examples and illustrated with simulations, and the modeling a.

Condición: New. PRINT ON DEMAND pp. 218.

Buch. Condición: Neu. Derivatives in Financial Markets with Stochastic Volatility | Jean-Pierre Fouque (u. a.) | Buch | Gebunden | Englisch | 2001 | Cambridge University Press | EAN 9780521791632 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.

Hardcover. Condición: new. Hardcover. This important work addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. The authors present mathematical and statistical tools that exploit the volatile nature of the market. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one-semester course for graduate students with some exposure to methods of stochastic modeling and arbitrage pricing theory in finance. The volume is easily accessible to derivatives practitioners in the financial engineering industry. Addresses financial mathematics of pricing and hedging derivative securities in uncertain and changing market volatility. The mathematics is introduced through examples and illustrated with simulations, and the modeling approach described is validated and tested on market data. Suitable for a one-semester course for graduate students. 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.