Articles liés à The Interval Market Model in Mathematical Finance:...
Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
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 « A propos du livre » peuvent faire référence à une autre édition de ce titre.
- ÉditeurBirkhäuser
- Date d'édition2015
- ISBN 10 1489985808
- ISBN 13 9781489985804
- ReliureBroché
- Langueanglais
- Nombre de pages364
- Coordonnées du fabricantnon disponible
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The Interval Market Model in Mathematical Finance
Edité par
Springer New York, 2015
ISBN 10 : 1489985808
ISBN 13 : 9781489985804
Neuf
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Vendeur : moluna, Greven, Allemagne
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The Interval Market Model in Mathematical Finance
Edité par
Springer New York Jan 2015, 2015
ISBN 10 : 1489985808
ISBN 13 : 9781489985804
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Taschenbuch. 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 9781489985804
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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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The Interval Market Model in Mathematical Finance
Edité par
Springer New York, Springer US Jan 2015, 2015
ISBN 10 : 1489985808
ISBN 13 : 9781489985804
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9781489985804
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The Interval Market Model in Mathematical Finance : Game-Theoretic Methods
Edité par
Springer New York, Springer US, 2015
ISBN 10 : 1489985808
ISBN 13 : 9781489985804
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. 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 9781489985804
Quantité disponible : 1 disponible(s)
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Interval Market Model in Mathematical Finance : Game-theoretic Methods
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
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The Interval Market Model in Mathematical Finance: Game-Theoretic Methods
Edité par
Birkhauser Boston Inc, 2015
ISBN 10 : 1489985808
ISBN 13 : 9781489985804
Neuf
Paperback / softback
Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
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Paperback / softback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 557. N° de réf. du vendeur C9781489985804
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Interval Market Model in Mathematical Finance : Game-theoretic Methods
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
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The Interval Market Model in Mathematical Finance: Game-Theoretic Methods
Edité par
Springer (India) Private Limited, 2015
ISBN 10 : 1489985808
ISBN 13 : 9781489985804
Neuf
Couverture souple
Vendeur : Books Puddle, New York, NY, Etats-Unis
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Etat : New. 364. N° de réf. du vendeur 26372045081
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The Interval Market Model in Mathematical Finance: Game-Theoretic Methods
Edité par
Springer (India) Private Limited, 2015
ISBN 10 : 1489985808
ISBN 13 : 9781489985804
Neuf
Couverture souple
Vendeur : Majestic Books, Hounslow, Royaume-Uni
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Etat : New. Print on Demand 364. N° de réf. du vendeur 375081670
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