Isbn: 9781441919427 - mathematics of financial markets (springer finance textbooks) (19 resultados)

Softcover reprint of hardcover 2nd ed. 2005. 15 x 23 cm. 366 pages. Paperback. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.…

Condición: New.

Condición: New.

PF. Condición: New.

Condición: New.

Condición: New. In English.

Condición: New. pp. 368 2nd Edition.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding eld of mathematical nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or 'exotic') nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous development of the more basic options that lie at the heart of the remarkable range of current applications of martingale theory to nancial markets. The rst ve chapters present the theory in a discrete-time framework. Stochastic calculus is not required, and this material should be accessible to anyone familiar with elementary probability theory and linear algebra. The basic idea of pricing by arbitrage (or, rather, by non-arbitrage) is presented in Chapter 1. The unique price for a European option in a single-period binomial model is given and then extended to multi-period binomial models. Chapter 2 introduces the idea of a martingale measure for price processes. Following a discussion of the use of self- nancing tr- ing strategies to hedge against trading risk, it is shown how options can be priced using an equivalent measure for which the discounted price p- cess is a martingale.…

Paperback. Condición: Brand New. 2nd ed. edition. 352 pages. 9.00x6.00x0.83 inches. In Stock.

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Taschenbuch. Condición: Neu. Mathematics of Financial Markets | Robert J Elliott (u. a.) | Taschenbuch | Springer Finance | xii | Englisch | 2010 | Springer | EAN 9781441919427 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

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Condición: new. Questo è un articolo print on demand.

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents the mathematics that underpins pricing models for derivative securities in modern financial markets, such as options, futures and swaps. This new edition adds substantial material from current areas of active research, such as coherent risk measures with applications to hedging, the arbitrage interval for incomplete discrete-time markets, and risk and return and sensitivity analysis for the Black-Scholes model. 368 pp. Englisch.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Aimed at those who need to understand the mathematics behind the multitude of current financial instruments used in derivative markets, including risk managers and other practitionersBegins with the mathematics used in discrete-time models, which .…

Condición: New. Print on Demand pp. 368 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Condición: New. PRINT ON DEMAND pp. 368.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Mathematical finance is one of the most active areas of research, involving researchers from finance, mathematics, and statistics. This book presents an intermediate-level introduction to this important area.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 368 pp. Englisch.…