Graduate studies in mathematics - 9780821821237 - options pricing and portfolio optimization: modern methods of financial mathematics (graduate studies in mathematics) de american mathematical society (13 resultados)

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

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.

Hardcover. Condición: VG. No Dust Jacket. Crisp, bright hardback 2001 edition. Previous owner's name in ink on front pastedown. Pages tight, white, clean. No DJ. Not library discard. .

Hardcover. Condición: Very Good. No Jacket. 1st Edition. 2001.Hardcover.Very good condition.253 pages.Ships from Japan.Usually ships in 1-2 working days.

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. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780821821237.…

Condición: New. 2001. First Edition, First Printing. hardcover. . . . . .

Hardback. Condición: New. Understanding and working with the current models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built. Banks and financial houses all over the world recognize this and are avidly recruiting mathematicians, physicists, and other scientists with these skills. The mathematics involved in modern finance springs from the heart of probability and analysis: the Ito calculus, stochastic control, differential equations, martingales, and so on. The authors give rigorous treatments of these topics, while always keeping the applications in mind. Thus, the way in which the mathematics is developed is governed by the way it will be used, rather than by the goal of optimal generality.Indeed, most of purely mathematical topics are treated in extended 'excursions' from the applications into the theory. Thus, with the main topic of financial modelling and optimization in view, the reader also obtains a self-contained and complete introduction to the underlying mathematics. This book is specifically designed as a graduate textbook. It could be used for the second part of a course in probability theory, as it includes an applied introduction to the basics of stochastic processes (martingales and Brownian motion) and stochastic calculus. It would also be suitable for a course in continuous-time finance that assumes familiarity with stochastic processes. The prerequisites are basic probability theory and calculus. Some background in stochastic processes would be useful, but not essential. …

Hardcover. Condición: Brand New. 253 pages. 10.00x7.25x0.75 inches. In Stock.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: New. 2001. First Edition, First Printing. hardcover. . . . . . Books ship from the US and Ireland.

Hardback. Condición: New. New copy - Usually dispatched within 4 working days.

Condición: New. In English.

Hardback. Condición: New. Understanding and working with the current models of financial markets requires a sound knowledge of the mathematical tools and ideas from which they are built. Banks and financial houses all over the world recognize this and are avidly recruiting mathematicians, physicists, and other scientists with these skills. The mathematics involved in modern finance springs from the heart of probability and analysis: the Ito calculus, stochastic control, differential equations, martingales, and so on. The authors give rigorous treatments of these topics, while always keeping the applications in mind. Thus, the way in which the mathematics is developed is governed by the way it will be used, rather than by the goal of optimal generality.Indeed, most of purely mathematical topics are treated in extended 'excursions' from the applications into the theory. Thus, with the main topic of financial modelling and optimization in view, the reader also obtains a self-contained and complete introduction to the underlying mathematics. This book is specifically designed as a graduate textbook. It could be used for the second part of a course in probability theory, as it includes an applied introduction to the basics of stochastic processes (martingales and Brownian motion) and stochastic calculus. It would also be suitable for a course in continuous-time finance that assumes familiarity with stochastic processes. The prerequisites are basic probability theory and calculus. Some background in stochastic processes would be useful, but not essential. …