L'édition de cet ISBN n'est malheureusement plus disponible.
Afficher les exemplaires de cette édition ISBN
Frais de port :
Gratuit
Vers Etats-Unis
Description du livre Hardcover. Etat : new. N° de réf. du vendeur 9783662459058
Description du livre Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book. N° de réf. du vendeur ria9783662459058_lsuk
Description du livre Etat : New. N° de réf. du vendeur ABLIING23Mar3113020314634
Description du livre Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Focuses on the financial intuition of key results of derivative security pricingHelps readers from both academia and industry without formal mathematical training to understand the fundamentals of mathematical financeIncludes theoretical an. N° de réf. du vendeur 23111397
Description du livre Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito's Lemma, martingales, Girsanov's theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field. 632 pp. Englisch. N° de réf. du vendeur 9783662459058
Description du livre Etat : New. 616. N° de réf. du vendeur 26372154561
Description du livre Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - The book presents applications of stochastic calculus to derivative security pricing and interest rate modelling. By focusing more on the financial intuition of the applications rather than the mathematical formalities, the book provides the essential knowledge and understanding of fundamental concepts of stochastic finance, and how to implement them to develop pricing models for derivatives as well as to model spot and forward interest rates. Furthermore an extensive overview of the associated literature is presented and its relevance and applicability are discussed. Most of the key concepts are covered including Ito's Lemma, martingales, Girsanov's theorem, Brownian motion, jump processes, stochastic volatility, American feature and binomial trees. The book is beneficial to higher-degree research students, academics and practitioners as it provides the elementary theoretical tools to apply the techniques of stochastic finance in research or industrial problems in the field. N° de réf. du vendeur 9783662459058
Description du livre Etat : New. Print on Demand 616. N° de réf. du vendeur 374939422
Description du livre Hardcover. Etat : Brand New. 600 pages. 9.75x6.75x1.50 inches. This item is printed on demand. N° de réf. du vendeur zk3662459051