Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 55,22
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: New.
Librería: Majestic Books, Hounslow, Reino Unido
EUR 52,47
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: New.
Librería: Basi6 International, Irving, TX, Estados Unidos de America
EUR 61,04
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 53,54
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: New.
Librería: preigu, Osnabrück, Alemania
EUR 59,30
Cantidad disponible: 5 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. Numerical Probability | An Introduction with Applications to Finance | Gilles Pagès | Taschenbuch | Englisch | Springer | EAN 9783319902746 | Verantwortliche Person für die EU: Springer Heidelberg, Tiergartenstr. 17, 69121 Heidelberg, buchhandel-buch[at]springer[dot]com | Anbieter: preigu.
Idioma: Inglés
Publicado por Springer, Berlin, Springer International Publishing, Springer, 2018
ISBN 10: 3319902741 ISBN 13: 9783319902746
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 70,00
Cantidad disponible: 1 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance.Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well as optimal quantization methods. The author further presents detailed applications to numerical aspects of pricing and hedging of financial derivatives, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration.Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study.
Idioma: Inglés
Publicado por Springer, Berlin, Springer International Publishing, Springer, 2018
ISBN 10: 3319902741 ISBN 13: 9783319902746
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 64,19
Cantidad disponible: 2 disponibles
Añadir al carritoTaschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This textbook provides a self-contained introduction to numerical methods in probability with a focus on applications to finance.Topics covered include the Monte Carlo simulation (including simulation of random variables, variance reduction, quasi-Monte Carlo simulation, and more recent developments such as the multilevel paradigm), stochastic optimization and approximation, discretization schemes of stochastic differential equations, as well as optimal quantization methods. The author further presents detailed applications to numerical aspects of pricing and hedging of financial derivatives, risk measures (such as value-at-risk and conditional value-at-risk), implicitation of parameters, and calibration.Aimed at graduate students and advanced undergraduate students, this book contains useful examples and over 150 exercises, making it suitable for self-study. 579 pp. Englisch.