blyth stephen (57 résultats)

Soft cover. Etat : Very Good. Blyth, Chuck (illustrateur). In Very Good Used Condition. Name Tag Inside Front Cover. With Minor Shelf Wear To Edges And/Or Turned Corners. - For More Information On Condition. Please See All Photos. ~ Vintage 1985 What causes bear attacks? When should you play dead and when should you fight an attacking bear? What do we know about black and grizzly bears and how can this knowledge be used to avoid bear attacks? And, more generally, what is the bears future? Bear Attacks is a thorough and unflinching landmark study of the attacks made on men and women by the great grizzly and the occasionally deadly black bear. This is a book for everyone who hikes, camps, or visits bear country - and for anyone who wants to know more about these sometimes fearsome but always fascinating wild creatures.

PF. Etat : New.

Soft cover. Etat : As New. No Jacket. 2nd Edition. Published In 1994 : Updated & Expanded Edition : Mitchell Beazley Publishing : Includes Maps : The Text Is In ENGLISH : This Copy Looks Un-Read : Very Crisp & Tight : Just Suffers From Face Rubbing + A Little Edge & Corner Rubbing : Otherwise , As New Throughout : No Inscriptions : Good Solid Binding With Bright Clear Text : Overall , A Very Nice Book :

Etat : New. SUPER FAST SHIPPING.

Taschenbuch. Etat : Neu. Neuware.

Taschenbuch. Etat : Neu. Neuware.

Paperback. Etat : As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less 0.72.

Paperback. Etat : Fair. First Edition. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way.

Etat : NEW.

PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000.

Etat : New. In.

Paperback. Etat : New.

Hardcover. Etat : Fine. Etat de la jaquette : Near Fine. 1993 B00K: Fine/ (illustrateur). 1st Edition. B00K: Fine/ $68.14. Reduced From. 0670812927 the VIKING OPERA GUIDE HOLDEN, Amanda; KENYON, Nicholas; WELSH, Stephen; MILNES, Rodney; BLYTH, Alan; DAVIS, Sir Colin. VIKING 1993 1sT Edition, 1sT Printing Tall Thick D/j + H/c. Very Dark Blue Spine With Title In Polished Gold Letters, Dust Jacket: Near Fine/, Slight Shelf, EDGE, And Corner Wear. Front Interior Flap, R. R. P. L 60.00, In English Money. Rear Cover Has A Removable Supplemental Bar Code Sticker, With 0670856665. Hard Cover Book: Fine/, Slight Shelf, Edge And Corner/Spreading, Wear. 1305 Numbered Pages, Printed On Off-White Paper, In Fine+/ Condition, That Are Clean And Tight To The Spine, Slightest Wear/Use. Black Satin Page Marker. Description Applies To This B0K, Only, Which Is Hard To Find, And Will Be = Packaged And Shipped Carefully, To Avoid Shipping Damage And Will Make It, An Excellent Addition To Your Own Personal Library Collection, Or As A Gift For The Collector / Reader. WORLD WIDE SHIPPING, AVAILABLE.

Paperback / softback. Etat : New. New copy - Usually dispatched within 4 working days. 314.

Trade Paperback. Etat : Very Good. Blyth, Chuck (illustrateur). Later Printing. Includes Bibliographical References (Notes) And Index. Minor Wear With No Chips, Tears Or Writing.

Paperback. Etat : Brand New. 1st edition. 192 pages. 9.00x6.00x0.50 inches. In Stock.

Paperback. Etat : New. The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether for general interest or because of the enormous monetary rewards on offer. An Introduction to Quantitative Finance concerns financial derivatives - a derivative being a contract between two entities whose value derives from the price of an underlying financial asset - and the probabilistic tools that were developed to analyse them. The theory in the text is motivated by a desire to provide a suitably rigorous yet accessible foundation to tackle problems the author encountered whilst trading derivatives on Wall Street. The book combines an unusual blend of real-world derivatives trading experience and rigorous academic background. Probability provides the key tools for analysing and valuing derivatives. The price of a derivative is closely linked to the expected value of its pay-out, and suitably scaled derivative prices are martingales, fundamentally important objects in probability theory. The prerequisite for mastering the material is an introductory undergraduate course in probability. The book is otherwise self-contained and in particular requires no additional preparation or exposure to finance. It is suitable for a one-semester course, quickly exposing readers to powerful theory and substantive problems. The book may also appeal to students who have enjoyed probability and have a desire to see how it can be applied. Signposts are given throughout the text to more advanced topics and to different approaches for those looking to take the subject further.

Etat : New. 2013. 1st Edition. Paperback. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject. Num Pages: 192 pages, 36 b/w line drawings. BIC Classification: KCH; KFF; PBT. Category: (U) Tertiary Education (US: College). Dimension: 228 x 156 x 11. Weight in Grams: 298. . . . . .

Hardcover. Etat : Very good condition. Etat de la jaquette : Very good. Viking. xxii, 1305 pp.

Etat : New.

Etat : New.

Paperback. Etat : New. The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether for general interest or because of the enormous monetary rewards on offer. An Introduction to Quantitative Finance concerns financial derivatives - a derivative being a contract between two entities whose value derives from the price of an underlying financial asset - and the probabilistic tools that were developed to analyse them. The theory in the text is motivated by a desire to provide a suitably rigorous yet accessible foundation to tackle problems the author encountered whilst trading derivatives on Wall Street. The book combines an unusual blend of real-world derivatives trading experience and rigorous academic background. Probability provides the key tools for analysing and valuing derivatives. The price of a derivative is closely linked to the expected value of its pay-out, and suitably scaled derivative prices are martingales, fundamentally important objects in probability theory. The prerequisite for mastering the material is an introductory undergraduate course in probability. The book is otherwise self-contained and in particular requires no additional preparation or exposure to finance. It is suitable for a one-semester course, quickly exposing readers to powerful theory and substantive problems. The book may also appeal to students who have enjoyed probability and have a desire to see how it can be applied. Signposts are given throughout the text to more advanced topics and to different approaches for those looking to take the subject further.

Taschenbuch. Etat : Neu. Neuware - The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject.

Etat : As New. Unread book in perfect condition.

Etat : New. SUPER FAST SHIPPING.

Etat : As New. Unread book in perfect condition.

Etat : New. 2013. 1st Edition. Paperback. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject. Num Pages: 192 pages, 36 b/w line drawings. BIC Classification: KCH; KFF; PBT. Category: (U) Tertiary Education (US: College). Dimension: 228 x 156 x 11. Weight in Grams: 298. . . . . . Books ship from the US and Ireland.

Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.

Paperback. Etat : new. Paperback. The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether for general interest or because of the enormous monetary rewards on offer. An Introduction to Quantitative Finance concerns financial derivatives - a derivative being a contract between two entities whose value derives from the price of an underlying financial asset - and the probabilistic tools that were developed to analyse them. The theory in the text is motivated by a desire to provide a suitably rigorous yet accessible foundation to tackle problems the author encountered whilst trading derivatives on Wall Street. The book combines an unusual blend of real-world derivatives trading experience and rigorous academic background. Probability provides the key tools for analysing and valuing derivatives. The price of a derivative is closely linked to the expected value of its pay-out, and suitably scaled derivative prices are martingales, fundamentally important objects in probability theory. The prerequisite for mastering the material is an introductory undergraduate course in probability. The book is otherwise self-contained and in particular requires no additional preparation or exposure to finance. It is suitable for a one-semester course, quickly exposing readers to powerful theory and substantive problems. The book may also appeal to students who have enjoyed probability and have a desire to see how it can be applied. Signposts are given throughout the text to more advanced topics and to different approaches for those looking to take the subject further. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types. This book gives an insight into financial engineering while building on introductory probability courses by detailing one of the most fascinating applications of the subject. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

Etat : New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.