9780817645441 - Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis) (12 resultados)

Condición: New. pp. 372.

Condición: New. pp. 372 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

Condición: New. pp. 372.

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.

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Condición: New. Includes a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting the developments in theory and practice, this book offers applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. Editor(s): Fu, M.C; Jarrow, R. A.; Yen, Ju-Yi; Elliott, Robert J. Series: Applied and Numerical Harmonic Analysis. Num Pages: 336 pages, 10 black & white tables, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 241 x 164 x 23. Weight in Grams: 628. . 2007. 2007th Edition. hardcover. . . . .

Condición: New. Includes a collection of chapters by some of the most distinguished researchers and practitioners in the field of mathematical finance and financial engineering. Presenting the developments in theory and practice, this book offers applications to fixed income models, credit risk models, CDO pricing, tax rebates, tax arbitrage, and tax equilibrium. Editor(s): Fu, M.C; Jarrow, R. A.; Yen, Ju-Yi; Elliott, Robert J. Series: Applied and Numerical Harmonic Analysis. Num Pages: 336 pages, 10 black & white tables, biography. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 241 x 164 x 23. Weight in Grams: 628. . 2007. 2007th Edition. hardcover. . . . . Books ship from the US and Ireland.

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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday.Specific topics covered include:\*Theory and application of the Variance-Gamma process\* Lévy process driven fixed-income and credit-risk models, including CDO pricing\* Numerical PDE and Monte Carlo methods\* Asset pricing and derivatives valuation and hedging\* Itô formulas for fractional Brownian motion\* Martingale characterization of asset price bubbles\* Utility valuation for credit derivatives and portfolio managementAdvances in Mathematical Financeis a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financialengineering.Contributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou 336 pp. Englisch.

Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes contributions from some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineeringOffers state-of-the-art developments in theory and practiceReal-world applications to fi.

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This self-contained volume brings together a collection of chapters by some of the most distinguished researchers and practitioners in the fields of mathematical finance and financial engineering. Presenting state-of-the-art developments in theory and practice, the Festschrift is dedicated to Dilip B. Madan on the occasion of his 60th birthday.Specific topics covered include:\*Theory and application of the Variance-Gamma process\* Lévy process driven fixed-income and credit-risk models, including CDO pricing\* Numerical PDE and Monte Carlo methods\* Asset pricing and derivatives valuation and hedging\* Itô formulas for fractional Brownian motion\* Martingale characterization of asset price bubbles\* Utility valuation for credit derivatives and portfolio managementAdvances in Mathematical Financeis a valuable resource for graduate students, researchers, and practitioners in mathematical finance and financialengineering.Contributors: H. Albrecher, D. C. Brody, P. Carr, E. Eberlein, R. J. Elliott, M. C. Fu, H. Geman, M. Heidari, A. Hirsa, L. P. Hughston, R. A. Jarrow, X. Jin, W. Kluge, S. A. Ladoucette, A. Macrina, D. B. Madan, F. Milne, M. Musiela, P. Protter, W. Schoutens, E. Seneta, K. Shimbo, R. Sircar, J. van der Hoek, M.Yor, T. Zariphopoulou.