advanced mathematical methods finance (30 resultados)

hardcover. Condición: Fine.

Condición: New. In.

Condición: New. In.

Condición: New.

Taschenbuch. Condición: Neu. Advanced Mathematical Methods for Finance | Julia Di Nunno (u. a.) | Taschenbuch | viii | Englisch | 2014 | Springer | EAN 9783642435515 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Hardcover. Condición: Brand New. 544 pages. 9.25x6.25x1.50 inches. In Stock.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed.The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products.This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.

Gebundene Ausgabe. Condición: Neu. Neu Neuware, Importqualität, auf Lager, Sofortversand - This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed.The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products.This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.

Paperback. Condición: Like New. Like New. book.

Condición: Hervorragend. Zustand: Hervorragend | Seiten: 544 | Sprache: Englisch | Produktart: Bücher | This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed. The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products. This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.

Condición: Like New. Fine/As New; Hardcover; Covers are still glossy with "sharp" edge-corners; Unblemished textblock edges; The endpapers and all text pages are bright and unmarked; Binding is tight with a straight spine; This book will be stored and delivered in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); Gray covers with title in black lettering; 2006, Palgrave MacMillan Publishing; 181 pages; "Quantitative Methods for Electricity Trading and Risk Management: Advanced Mathematical and Statistical Methods for Energy Finance (Finance and Capital Markets Series)," by S. Fiorenzani.

Condición: New. In.

Condición: Very Good. Very Good in a Very Good dust jacket; Hardcover; Dust jacket is clean and intact with no tears, and has not been price-clipped (Now fitted with a new, Brodart jacket protector); Light wear to the boards; The textblock edges are unblemished; The endpapers and all text pages are clean and unmarked; The binding is excellent with a straight spine; This book will be shipped in a sturdy cardboard box with foam padding; Medium Format (8.5" - 9.75" tall); Silver dust jacket with title in black lettering; 2006, Palgrave MacMillan Publishing; 181 pages; "Quantitative Methods for Electricity Trading and Risk Management: Advanced Mathematical and Statistical Methods for Energy Finance (Finance and Capital Markets Series)," by S. Fiorenzani.

Taschenbuch. Condición: Neu. Quantitative Methods for Electricity Trading and Risk Management | Advanced Mathematical and Statistical Methods for Energy Finance | S. Fiorenzani | Taschenbuch | xiii | Englisch | 2006 | Palgrave Macmillan | EAN 9781349522217 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.

Condición: New. 2006. Paperback. . . . . .

Condición: New. In.

Condición: New. 2006. Paperback. . . . . . Books ship from the US and Ireland.

Gebunden. Condición: New. STEFANO FIORENZANI is responsible for quantitative research in the Strategy Department of Edison Spa in Milan, Italy. He holds a PhD in mathematical Finance and has worked for several years as a Quantitative Analyst and Researcher in the Italian energy sect.

Hardcover. Condición: Brand New. illustrated edition. 256 pages. 9.50x6.25x0.50 inches. In Stock.

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

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed.The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products.This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance. 544 pp. Englisch.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed.The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products.This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance. 544 pp. Englisch.

Condición: New. Print on Demand.

Condición: New. PRINT ON DEMAND.

Gebunden. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents new models, new methods and new results in quantitative financeIncludes an analysis of new financial products such as exotic derivatives and liquidity modelsShows an application-oriented presentation of mathematical financeC.

Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Presents new models, new methods and new results in quantitative financeIncludes an analysis of new financial products such as exotic derivatives and liquidity modelsShows an application-oriented presentation of mathematical financeC.

Buch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed.The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products.This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 544 pp. Englisch.

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book presents innovations in the mathematical foundations of financial analysis and numerical methods for finance and applications to the modeling of risk. The topics selected include measures of risk, credit contagion, insider trading, information in finance, stochastic control and its applications to portfolio choices and liquidation, models of liquidity, pricing, and hedging. The models presented are based on the use of Brownian motion, Lévy processes and jump diffusions. Moreover, fractional Brownian motion and ambit processes are also introduced at various levels. The chosen blend of topics gives an overview of the frontiers of mathematics for finance. New results, new methods and new models are all introduced in different forms according to the subject. Additionally, the existing literature on the topic is reviewed.The diversity of the topics makes the book suitable for graduate students, researchers and practitioners in the areas of financial modeling and quantitative finance. The chapters will also be of interest to experts in the financial market interested in new methods and products.This volume presents the results of the European ESF research networking program Advanced Mathematical Methods for Finance.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 544 pp. Englisch.

Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book presents practical Risk Management and Trading applications for the Electricity Markets. Various methodologies developed over the last few years are considered and current literature is reviewed. The book emphasizes the relationship between trading, hedging and generation asset management.