Librería: Anybook.com, Lincoln, Reino Unido
EUR 54,53
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Good. Volume 36. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. 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,1150grams, ISBN:9783540209669.
Librería: medimops, Berlin, Alemania
EUR 95,26
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Añadir al carritoCondición: 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.
Idioma: Inglés
Publicado por Springer International Publishing AG, Berlin, 2005
ISBN 10: 3540209662 ISBN 13: 9783540209669
Librería: MARCIAL PONS LIBRERO, MADRID, M, España
EUR 105,19
Cantidad disponible: 1 disponibles
Añadir al carritoTAPA DURA. Condición: New.
Librería: World of Books (was SecondSale), Montgomery, IL, Estados Unidos de America
EUR 132,90
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: Acceptable. Item in acceptable condition! Textbooks may not include supplemental items i.e. CDs, access codes etc.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 130,89
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: New.
Librería: online-buch-de, Dozwil, Suiza
EUR 93,60
Cantidad disponible: 1 disponibles
Añadir al carritoHardcover Jan 01, 2005. Condición: gebraucht; wie neu.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 134,04
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: As New. Unread book in perfect condition.
Librería: California Books, Miami, FL, Estados Unidos de America
EUR 137,01
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New.
Librería: BennettBooksLtd, Los Angeles, CA, Estados Unidos de America
EUR 134,40
Cantidad disponible: 1 disponibles
Añadir al carritohardcover. Condición: New. In shrink wrap. Looks like an interesting title!
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 127,30
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New. In.
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 127,28
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Añadir al carritoCondición: New.
Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 142,17
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: New. pp. 660 Corrected 3nd Printing Edition.
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 129,16
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: As New. Unread book in perfect condition.
Librería: Majestic Books, Hounslow, Reino Unido
EUR 144,53
Cantidad disponible: 1 disponibles
Añadir al carritoCondición: New. pp. 660 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.
Idioma: Inglés
Publicado por Springer, Springer Vieweg, 2004
ISBN 10: 3540209662 ISBN 13: 9783540209669
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 128,39
Cantidad disponible: 1 disponibles
Añadir al carritoBuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail.The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspectivethroughout is that the choice of a model should be basedon the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.
Librería: Revaluation Books, Exeter, Reino Unido
EUR 186,41
Cantidad disponible: 2 disponibles
Añadir al carritoHardcover. Condición: Brand New. 2nd edition. 636 pages. 9.25x6.50x1.75 inches. In Stock.
Librería: Mispah books, Redhill, SURRE, Reino Unido
EUR 185,39
Cantidad disponible: 1 disponibles
Añadir al carritoHardcover. Condición: Like New. Like New. book.
Idioma: Inglés
Publicado por Springer Berlin Heidelberg Nov 2004, 2004
ISBN 10: 3540209662 ISBN 13: 9783540209669
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
EUR 128,39
Cantidad disponible: 2 disponibles
Añadir al carritoBuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail.The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspectivethroughout is that the choice of a model should be basedon the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling. 740 pp. Englisch.
Idioma: Inglés
Publicado por Springer Berlin Heidelberg, 2004
ISBN 10: 3540209662 ISBN 13: 9783540209669
Librería: moluna, Greven, Alemania
EUR 109,83
Cantidad disponible: Más de 20 disponibles
Añadir al carritoCondición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Has sold over 8000 copies since release in 1997Bridges the mathematical theory and industry practice of option pricing at the ideal level for both audiencesBrand new chapter on volatility riskA new edition of a successful, well-e.
Idioma: Inglés
Publicado por Springer, Springer Vieweg Nov 2004, 2004
ISBN 10: 3540209662 ISBN 13: 9783540209669
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
EUR 128,39
Cantidad disponible: 1 disponibles
Añadir al carritoBuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework with constant volatility.In the 3rd printing of the 2nd edition, the second Chapter on discrete-time markets has been extensively revised. Proofs of several results are simplified and completely new sections on optimal stopping problems and Dynkin games are added. Applications to the valuation and hedging of American-style and game options are presented in some detail.The theme of stochastic volatility also reappears systematically in the second part of the book, which has been revised fundamentally, presenting much more detailed analyses of the various interest-rate models available: the authors' perspective throughout is that the choice of a model should be basedon the reality of how a particular sector of the financial market functions, never neglecting to examine liquid primary and derivative assets and identifying the sources of trading risk associated. This long-awaited new edition of an outstandingly successful, well-established book, concentrating on the most pertinent and widely accepted modelling approaches, provides the reader with a text focused on practical rather than theoretical aspects of financial modelling.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 740 pp. Englisch.
Librería: Biblios, Frankfurt am main, HESSE, Alemania
EUR 180,91
Cantidad disponible: 4 disponibles
Añadir al carritoCondición: New. PRINT ON DEMAND pp. 660.