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Publicado por Springer, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: Antiquariat Bookfarm, Löbnitz, Alemania
Libro
2. ed. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ud 1078b 9783540206682 Sprache: Englisch Gewicht in Gramm: 550.
Publicado por Berlin, Springer, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: Antiquariat Bookfarm, Löbnitz, Alemania
Libro
2. ed. 174 S. Ehem. Bibliotheksexemplar mit Bib.-Signatur und Stempel. Guter Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. Good condition, some traces of use. 9783540206682 Sprache: Englisch Gewicht in Gramm: 400.
Publicado por Springer-Verlag GmbH, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: Buchpark, Trebbin, Alemania
Libro
Condición: Gut. Zustand: Gut - Gebrauchs- und Lagerspuren. 2. Auflage. Innen: Seiten eingerissen, Seiten verschmutzt, Geknickt.
Publicado por Springer, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: GoldBooks, Denver, CO, Estados Unidos de America
Libro
Hardcover. Condición: new. New Copy. Customer Service Guaranteed.
Publicado por Springer, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: Wizard Books, Long Beach, CA, Estados Unidos de America
Libro
Hardcover. Condición: new. New.
Publicado por Springer, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: booksXpress, Bayonne, NJ, Estados Unidos de America
Libro
Hardcover. Condición: new.
Publicado por Springer, 1999
ISBN 10: 3540656286ISBN 13: 9783540656289
Librería: dsmbooks, Liverpool, Reino Unido
Libro
paperback. Condición: Very Good. Very Good. book.
Publicado por Springer, 2010
ISBN 10: 3642058469ISBN 13: 9783642058462
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Libro
Condición: New.
Publicado por Springer, 2010
ISBN 10: 3642058469ISBN 13: 9783642058462
Librería: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Libro
Condición: Fine. Book is in Used-LikeNew condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear.
Publicado por Springer, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Libro
Condición: New.
Publicado por Springer, 2010
ISBN 10: 3642058469ISBN 13: 9783642058462
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Libro Impresión bajo demanda
Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Publicado por Springer, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Libro Impresión bajo demanda
Condición: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Publicado por Springer Berlin Heidelberg Dez 2010, 2010
ISBN 10: 3642058469ISBN 13: 9783642058462
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Libro Impresión bajo demanda
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How ever, already in the seminal paper by Black and Scholes, the applicability of the model was regarded as much broader. In the second part of their paper, the authors demonstrated that a levered firm's equity can be regarded as an option on the value of the firm, and thus can be priced by option valuation techniques. A year later, Merton showed how the default risk structure of cor porate bonds can be determined by option pricing techniques. Option pricing models are now used to price virtually the full range of financial instruments and financial guarantees such as deposit insurance and collateral, and to quantify the associated risks. Over the years, option pricing has evolved from a set of specific models to a general analytical framework for analyzing the production process of financial contracts and their function in the financial intermediation process in a continuous time framework. However, very few attempts have been made in the literature to integrate game theory aspects, i. e. strategic financial decisions of the agents, into the continuous time framework. This is the unique contribution of the thesis of Dr. Alexandre Ziegler. Benefiting from the analytical tractability of contin uous time models and the closed form valuation models for derivatives, Dr. 192 pp. Englisch.
Publicado por Springer Berlin Heidelberg, 2010
ISBN 10: 3642058469ISBN 13: 9783642058462
Librería: moluna, Greven, Alemania
Libro Impresión bajo demanda
Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Integration of game theory aspects into the framework of continuous time financeNumerous figures allow the reader to visualize the results obtained in the formal mathematical analysisModern option pricing theory was developed in the late s.
Publicado por Springer, 2010
ISBN 10: 3642058469ISBN 13: 9783642058462
Librería: Books Unplugged, Amherst, NY, Estados Unidos de America
Libro
Condición: New. Buy with confidence! Book is in new, never-used condition.
Publicado por Springer Berlin Heidelberg, 2010
ISBN 10: 3642058469ISBN 13: 9783642058462
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Libro
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Modern option pricing theory was developed in the late sixties and early seventies by F. Black, R. e. Merton and M. Scholes as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. How ever, already in the seminal paper by Black and Scholes, the applicability of the model was regarded as much broader. In the second part of their paper, the authors demonstrated that a levered firm's equity can be regarded as an option on the value of the firm, and thus can be priced by option valuation techniques. A year later, Merton showed how the default risk structure of cor porate bonds can be determined by option pricing techniques. Option pricing models are now used to price virtually the full range of financial instruments and financial guarantees such as deposit insurance and collateral, and to quantify the associated risks. Over the years, option pricing has evolved from a set of specific models to a general analytical framework for analyzing the production process of financial contracts and their function in the financial intermediation process in a continuous time framework. However, very few attempts have been made in the literature to integrate game theory aspects, i. e. strategic financial decisions of the agents, into the continuous time framework. This is the unique contribution of the thesis of Dr. Alexandre Ziegler. Benefiting from the analytical tractability of contin uous time models and the closed form valuation models for derivatives, Dr.
Publicado por Springer Berlin Heidelberg, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: moluna, Greven, Alemania
Libro
Gebunden. Condición: New. Integration of game theory aspects into the framework of continuous time financeNumerous figures allow the reader to visualize the results obtained in the formal mathematical analysisIntegration of game theory aspects into the framework.
Publicado por Springer, 2004
ISBN 10: 354020668XISBN 13: 9783540206682
Librería: Mispah books, Redhill, SURRE, Reino Unido
Libro
Hardcover. Condición: Like New. Like New. book.
Publicado por Springer, 2010
ISBN 10: 3642058469ISBN 13: 9783642058462
Librería: dsmbooks, Liverpool, Reino Unido
Libro
Paperback. Condición: Like New. Like New. book.