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Synopsis
Written by seven of the most prominent pioneers of the interval market model and game-theoretic approach to finance, this book provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion "Samuelson" market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods. A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: · probability-free Black-Scholes theory; · fair-price interval of an option; · representation formulas and fast algorithms for option pricing; · rainbow options; · tychastic approach of mathematical finance based upon viability theory. This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background.
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The Interval Market Model in Mathematical Finance. Game-Theoretic Methods.
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New York, NY, Springer., 2013
ISBN 10 : 0817683879
ISBN 13 : 9780817683870
Ancien ou d'occasion
Couverture rigide
Vendeur : Universitätsbuchhandlung Herta Hold GmbH, Berlin, Allemagne
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XVI, 346 p. 64 illusl. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped. Static & Dynamic Game Theory: Foundations & Applications. Sprache: Englisch. N° de réf. du vendeur 4948GB
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The Interval Market Model in Mathematical Finance
Edité par
Springer New York, 2012
ISBN 10 : 0817683879
ISBN 13 : 9780817683870
Neuf
Couverture rigide
Vendeur : moluna, Greven, Allemagne
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Etat : New. N° de réf. du vendeur 5976001
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The Interval Market Model in Mathematical Finance
Edité par
Springer New York Dez 2012, 2012
ISBN 10 : 0817683879
ISBN 13 : 9780817683870
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion 'Samuelson' market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: probability-free Black-Scholes theory; fair-price interval of an option; representation formulas and fast algorithms for option pricing; rainbow options; tychastic approach of mathematical finance based upon viability theory.This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background. 364 pp. Englisch. N° de réf. du vendeur 9780817683870
Quantité disponible : 2 disponible(s)
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The Interval Market Model in Mathematical Finance: Game-Theoretic Methods (Static & Dynamic Game Theory: Foundations & Applications)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Etat : New. In. N° de réf. du vendeur ria9780817683870_new
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The Interval Market Model in Mathematical Finance
Edité par
Springer New York, Springer New York Dez 2012, 2012
ISBN 10 : 0817683879
ISBN 13 : 9780817683870
Neuf
Couverture rigide
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Neuware -Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance.These theories didaway with the standard stochastic geometric diffusion ¿Samuelson¿ market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approachesto complement or replace stochastic methods.Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methodsassembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely relatedmodeling techniquesfor an array of problems in mathematical economics. The book isdivided into five parts, which successively address topics including: probability-free Black-Scholes theory; fair-price interval of an option; representation formulas and fast algorithms for option pricing; rainbow options; tychastic approach of mathematical finance based upon viability theory.This book providesa welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. Itis a worthwhile resource for researchers in applied mathematics and quantitative finance,and has also beenwritten in a manneraccessible to financially-inclined readers with a limited technical background.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 364 pp. Englisch. N° de réf. du vendeur 9780817683870
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The Interval Market Model in Mathematical Finance : Game-Theoretic Methods
Edité par
Springer New York, Springer New York, 2012
ISBN 10 : 0817683879
ISBN 13 : 9780817683870
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion 'Samuelson' market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods.A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: probability-free Black-Scholes theory; fair-price interval of an option; representation formulas and fast algorithms for option pricing; rainbow options; tychastic approach of mathematical finance based upon viability theory.This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background. N° de réf. du vendeur 9780817683870
Quantité disponible : 1 disponible(s)
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The Interval Market Model in Mathematical Finance: Game-Theoretic Methods
Edité par
Birkhauser Boston Inc, 2012
ISBN 10 : 0817683879
ISBN 13 : 9780817683870
Neuf
Couverture rigide
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Hardback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 711. N° de réf. du vendeur C9780817683870
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THE INTERVAL MARKET MODEL IN MATHEMATICAL FINANCE
Vendeur : Basi6 International, Irving, TX, Etats-Unis
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Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEJUNE24-130387
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The Interval Market Model in Mathematical Finance
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. pp. 364. N° de réf. du vendeur 2658570783
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The Interval Market Model in Mathematical Finance
impression à la demandeVendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand pp. 364 64 Illus. N° de réf. du vendeur 50988992
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