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Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: HPB-Red, Dallas, TX, Estados Unidos de America
Libro
paperback. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: SecondSale, Montgomery, IL, Estados Unidos de America
Libro
Condición: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Books Puddle, New York, NY, Estados Unidos de America
Libro
Condición: New. pp. 180.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Majestic Books, Hounslow, Reino Unido
Libro
Condición: New. pp. 180 Illus.
Publicado por Berlin, Heidelberg, Springer, 2004
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Antiquariat Bookfarm, Löbnitz, Alemania
Libro
Softcover. 162 S. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. 9783540405023 Sprache: Englisch Gewicht in Gramm: 300.
Publicado por Springer, 2004
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Anybook.com, Lincoln, Reino Unido
Libro
Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:9783540405023.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Libro
Condición: Good. Book is in Used-Good 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 and contain limited notes and highlighting. 0.76.
Publicado por Berlin, Heidelberg: Springer-Verlag, 2004
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Antiquariat Bernhardt, Kassel, Alemania
Libro
Broschiert. Zust: Gutes Exemplar. 162 Seiten, Englisch 278g.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Libro
Condición: New.
Publicado por Springer, 2004
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: booksXpress, Bayonne, NJ, Estados Unidos de America
Libro
Soft Cover. Condición: new.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Lucky's Textbooks, Dallas, TX, Estados Unidos de America
Libro
Condición: New.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
Libro
Condición: As New. Unread book in perfect condition.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
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, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: GF Books, Inc., Hawthorne, CA, Estados Unidos de America
Libro
Condición: New. Book is in NEW condition. 0.76.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Book Deals, Tucson, AZ, Estados Unidos de America
Libro
Condición: New. New! This book is in the same immaculate condition as when it was published 0.76.
Publicado por Springer 2003-11, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Chiron Media, Wallingford, Reino Unido
Libro
PF. Condición: New.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: California Books, Miami, FL, Estados Unidos de America
Libro
Condición: New.
Publicado por Springer Berlin Heidelberg Nov 2003, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
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 -Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques. 180 pp. Englisch.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
Libro
Condición: New.
Publicado por Springer Verlag, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Revaluation Books, Exeter, Reino Unido
Libro
Paperback. Condición: Brand New. 1st edition. 172 pages. German language. 9.00x5.75x0.50 inches. In Stock.
Publicado por Springer, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: GreatBookPricesUK, Castle Donington, DERBY, Reino Unido
Libro
Condición: As New. Unread book in perfect condition.
Publicado por Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlanda
Libro
Condición: New. An introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo methods. Series: Universitext. Num Pages: 172 pages, 1 black & white illustrations, biography. BIC Classification: KFFM; PBT. Category: (G) General (US: Trade); (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 233 x 157 x 11. Weight in Grams: 280. . 2003. Softcover reprint of the original 1st ed. 2004. Paperback. . . . .
Publicado por Springer Berlin Heidelberg, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Libro
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Since 1972 and the appearance of the famous Black & Scholes option pric ing formula, derivatives have become an integrated part of everyday life in the financial industry. Options and derivatives are tools to control risk ex posure, and used in the strategies of investors speculating in markets like fixed-income, stocks, currencies, commodities and energy. A combination of mathematical and economical reasoning is used to find the price of a derivatives contract. This book gives an introduction to the theory of mathematical finance, which is the modern approach to analyse options and derivatives. Roughly speaking, we can divide mathematical fi nance into three main directions. In stochastic finance the purpose is to use economic theory with stochastic analysis to derive fair prices for options and derivatives. The results are based on stochastic modelling of financial as sets, which is the field of empirical finance. Numerical approaches for finding prices of options are studied in computational finance. All three directions are presented in this book. Algorithms and code for Visual Basic functions are included in the numerical chapter to inspire the reader to test out the theory in practice. The objective of the book is not to give a complete account of option theory, but rather relax the mathematical rigour to focus on the ideas and techniques.
Publicado por Springer Berlin Heidelberg, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: moluna, Greven, Alemania
Libro Impresión bajo demanda
Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Very concise, requires only basic mathematical skills Describes the basic assumptions (empirical finance) underlying option theoryIncludes a big section on pricing using both pde-approach and martingale approach (stochastic finance) .
Publicado por Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2003
ISBN 10: 354040502XISBN 13: 9783540405023
Librería: Kennys Bookstore, Olney, MD, Estados Unidos de America
Libro
Condición: New. An introduction to option pricing, invoking a minimum of stochastic analysis and requiring only basic mathematical skills. It covers the theory essential to the statistical modeling of stocks, pricing of derivatives with martingale theory, and computational finance including both finite-difference and Monte Carlo methods. Series: Universitext. Num Pages: 172 pages, 1 black & white illustrations, biography. BIC Classification: KFFM; PBT. Category: (G) General (US: Trade); (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 233 x 157 x 11. Weight in Grams: 280. . 2003. Softcover reprint of the original 1st ed. 2004. Paperback. . . . . Books ship from the US and Ireland.