9789812833976 - pric deriv secur (2nd ed)[w/ cd]: second edition de thomas w epps (23 resultados)
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Librería: Big River Books, Powder Springs, GA, Estados Unidos de AmericaBig River Books
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EUR 33,31
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Condición: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting.
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Librería: Romtrade Corp., STERLING HEIGHTS, MI, Estados Unidos de AmericaRomtrade Corp.
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EUR 49,00
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Condición: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Librería: Basi6 International, Irving, TX, Estados Unidos de AmericaBasi6 International
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EUR 49,00
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Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 61,24
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Condición: New.
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 63,63
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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Idioma: Inglés
Editorial: World Scientific Publishing Company, Incorporated, 2007
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 60,39
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Condición: Used. pp. 644 Reprint edition.
Idioma: Inglés
Editorial: World Scientific Publishing Company, Incorporated, 2007
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 56,54
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Condición: Used. pp. 644.
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 65,77
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Paperback. Condición: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 63,85
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Condición: As New. Unread book in perfect condition.
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Librería: Anybook.com, Lincoln, Reino UnidoAnybook.com
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EUR 50,05
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Condición: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. 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,1050grams, ISBN:978981…2833976.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 63,34
Envío por EUR 6,90Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 15 disponibles
PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Idioma: Inglés
Editorial: World Scientific Publishing Company, Incorporated, 2007
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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EUR 58,68
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Condición: Used. pp. 644.
Idioma: Inglés
Editorial: World Scientific Publishing Co Pte Ltd, Singapore, 2007
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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 74,43
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Paperback. Condición: new. Paperback. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools…from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Librería: GoldBooks, Denver, CO, Estados Unidos de AmericaGoldBooks
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EUR 71,67
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Paperback. Condición: new. New Copy. Customer Service Guaranteed.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 61,02
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Condición: New.
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 65,26
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Condición: New. In.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 63,71
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Condición: As New. Unread book in perfect condition.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 90,13
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Paperback. Condición: Brand New. 2nd paperback/cd-rom edition. 627 pages. 8.75x6.00x1.25 inches. In Stock.
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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EUR 61,04
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Paperback. Condición: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
Idioma: Inglés
Editorial: World Scientific Publishing Co Pte Ltd, Singapore, 2007
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Librería: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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EUR 113,17
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Paperback. Condición: new. Paperback. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools…from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
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Librería: moluna, Greven, Alemaniamoluna
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EUR 59,45
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Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. KlappentextrnrnThis book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in maste…rs-level programs in financial mathematics and comput.
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Librería: preigu, Osnabrück, Alemaniapreigu
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EUR 61,70
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Taschenbuch. Condición: Neu. PRIC DERIV SECUR (2ND ED)[W/ CD] | Epps Thomas W | Taschenbuch | Kartoniert / Broschiert | Englisch | 2007 | World Scientific | EAN 9789812833976 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 73,70
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Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational… finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
