Isbn: 9783540422884 - mathematical models of financial derivatives (springer finance) (18 resultados)

24 cm. original hardcover. xvi,530 pp. diagrams. references. index. "Springer Finance". -(very) good. 915g.

Hardcover. Condición: Bon. Ancien livre de bibliothèque avec équipements. Edition 2008. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Edition 2008. Ammareal gives back up to 15% of this item's net price to charity organizations.…

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,1000grams, ISBN:9783540422884.…

Hardcover. Condición: Very Good. No Jacket. 2nd Edition. 2008.Hardcover.Very good condition.530 pages.Ships from Japan.Usually ships in 1-2 working day.

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hardcover. Condición: New. In shrink wrap. Looks like an interesting title.

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Condición: Sehr gut. Zustand: Sehr gut | Seiten: 548 | Sprache: Englisch | Produktart: Bücher | Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory. Leading financial ins- tutions are hiring graduates with a science background who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks, a phenomenon coined as Rocket Science on Wall Street. There are now more than a hundred Master level degree programs in Financial Engineering/Quantitative Finance/Computational Finance on different continents. This book is written as an introductory textbook on derivative pricing theory for students enrolled in these degree programs. Another audience of the book may include practitioners in quantitative teams in financial institutions who would like to acquire the knowledge of option pricing techniques and explore the new development in pricing models of exotic structured derivatives. The level of mathematics in this book is tailored to readers with preparation at the advanced undergraduate level of science and engineering majors, in particular, basic profiiencies in probability and statistics, differential equations, numerical methods, and mathematical analysis. Advance knowledge in stochastic processes that are relevant to the martingale pricing theory, like stochastic differential calculus and theory of martingale, are introduced in this book. The cornerstones of derivative pricing theory are the Black¿Scholes¿Merton pricing model and the martingale pricing theory of financial derivatives.…

Hardcover. Condición: Brand New. 2nd edition. 386 pages. German language. 9.50x6.50x1.50 inches. In Stock.

Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory. Leading financial ins- tutions are hiring graduates with a science background who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks, a phenomenon coined as Rocket Science on Wall Street. There are now more than a hundred Master level degree programs in Financial Engineering/Quantitative Finance/Computational Finance on different continents. This book is written as an introductory textbook on derivative pricing theory for students enrolled in these degree programs. Another audience of the book may include practitioners in quantitative teams in financial institutions who would like to acquire the knowledge of option pricing techniques and explore the new development in pricing models of exotic structured derivatives. The level of mathematics in this book is tailored to readers with preparation at the advanced undergraduate level of science and engineering majors, in particular, basic profiiencies in probability and statistics, differential equations, numerical methods, and mathematical analysis. Advance knowledge in stochastic processes that are relevant to the martingale pricing theory, like stochastic differential calculus and theory of martingale, are introduced in this book. The cornerstones of derivative pricing theory are the Black-Scholes-Merton pricing model and the martingale pricing theory of financial derivatives.…

Hardcover. Condición: gut. 2008. Mathematical Models of Financial Derivatives (Springer Finance) In deutscher Sprache. pages.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Objectives and Audience In the past three decades, we have witnessed the phenomenal growth in the trading of financial derivatives and structured products in the financial markets around the globe and the surge in research on derivative pricing theory. Leading financial ins- tutions are hiring graduates with a science background who can use advanced analytical and numerical techniques to price financial derivatives and manage portfolio risks, a phenomenon coined as Rocket Science on Wall Street. There are now more than a hundred Master level degree programs in Financial Engineering/Quantitative Finance/Computational Finance on different continents. This book is written as an introductory textbook on derivative pricing theory for students enrolled in these degree programs. Another audience of the book may include practitioners in quantitative teams in financial institutions who would like to acquire the knowledge of option pricing techniques and explore the new development in pricing models of exotic structured derivatives. The level of mathematics in this book is tailored to readers with preparation at the advanced undergraduate level of science and engineering majors, in particular, basic profiiencies in probability and statistics, differential equations, numerical methods, and mathematical analysis. Advance knowledge in stochastic processes that are relevant to the martingale pricing theory, like stochastic differential calculus and theory of martingale, are introduced in this book. The cornerstones of derivative pricing theory are the Black-Scholes-Merton pricing model and the martingale pricing theory of financial derivatives. 548 pp. Englisch.…

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Was one of the earliest introductory textbooks in mathematical financeGood reputation established by the 1st editionYue-Kuen Kwok is Professor and Program Director of MSc in Mathematics (Financial Mathematics and Statistics) at the Depa.…

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book contains a comprehensive account of pricing models of financial derivatives, including exotic equity options, interest rate products and credit derivatives. It presents a self-contained treatment of risk neutral valuation theory, martingale measure, and tools in stochastic calculus required for the understanding of option pricing theory. Derivative pricing models are solved using various approaches, by martingale pricing theory and partial differential equation method. This text is targeted for students in mathematical finance. It also serves as a good reference for quantitative analysts and derivative traders in investment banks. Research results and concepts are made accessible to the reader through extensive set of exercises.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 548 pp. Englisch.…