CWI Quarterly - Mathematics of Finance [Part I: Volume 9, Number 4, December 1996 & Part II: Volume 10, Number 1, March 1997] - TWO-VOLUME SET

Kacha Dzhaparidze, Nico Temme, Editors;

Edité par Centrum voor Wiskunde en Informatica, Amsterdam, Netherlands, 1996

A propos de cet article

These two successive issues of the internationally regarded journal focus on the mathematics of finance. CONTENTS, Part I: Editorial (Dzhaparidze, Temme); No-Arbitrage, Change of Measure and Conditional Esscher Transforms (Buhlmann, Delbaen, Embrechts, Shiryaev); Introduction to Option Pricing in a Securities Market I: Binary Models (Dzhaparidze, Zuijlen); A Crash Course in Stochastic Calculus with Applications to Mathematical Finance (Spreij); Recent Ph.D. Theses of CWI Researchers; Abstracts of Recent CWI Publications. CONTENTS, Part II: Derivative Asset Analysis in Models with Level-Dependent and Stochastic Volatility (Frey); Option Pricing: Arbitrage and Martingales (Pelsser, Vorst); Actuarial Applications of Financial Models (Goovaerts, Dhaene); Introduction to Option Pricing in a Securities Market - II: Poisson Approximation (Dzhaparidze); Abstracts of Recent CWI Publications. 119 + 104 pages. CONDITION: Both copies are in near-pristine condition - bright, tight, square, unmarked, and uncreased, with negligible shelf-wear - just an ultra-faint bend (not a crease) in the upper right corner of each copy. These handsome copies are now in a clear, protective polypropylene bag.

N° de réf. du vendeur ROL102

Détails bibliographiques

• Titre: CWI Quarterly - Mathematics of Finance [Part I: Volume 9, Number 4, December 1996 & Part II: Volume 10, Number 1, March 1997] - TWO-VOLUME SET
• Éditeur: Centrum voor Wiskunde en Informatica, Amsterdam, Netherlands
• Date de parution: 1996
• Reliure: Large Softcovers
• Illustrateur: Douglas Chaffee (cover art)
• État de l'article: As New (Fine)
• Catalogues du vendeur:
  • Miscellaneous
  • Nonfiction
  • Science