Epps thomas (53 résultats)

Soft cover. Etat : Very Good. 1st Edition. First edition, first printing of this collection of 1 original novelette and 10 original short stories. Featured are The Silent Dead by Don Lowry (a novelette). Short stories are On the Street by Lucille Williams, Dead End by Lawrence E. Orin, The Hole Card by Bernard Epps, A Deadly Nuisance by Maeva Park, Cosa Mia by Lee Costa, Divorce.New York Style by Kennan Hourwich, The Switch by R.C. Stimers, Buddies by A.M. Staudy, The Easiest Way by Charles Dilly, Easy Money by Thomas Roundtree. There are two reprints of earlier Manhunt stories Evan Hunter's Dead and the Dying and John Ross MacDonald's The Singing Pigeon. Light edgewear. Bump to the spine. In very good condition.…

Etat : New.

Etat : New. In English.

Etat : New.

Etat : New. In English.

Paperback. Etat : Brand New. 192 pages. 9.00x6.00x0.44 inches. In Stock.

Etat : New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Etat : Very Good. 2nd Edition. Used, like-new, tight spine, no markings, from smoke-free environment.

Etat : New.

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

Etat : Used. pp. 644 Reprint edition.

Etat : Used. pp. 644.

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

Etat : New. In English.

Etat : Used. pp. 644.

Hardcover. Etat : Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.

Etat : New.

Paperback. Etat : New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.…

Etat : New. Print on Demand.

Paperback. Etat : new. New Copy. Customer Service Guaranteed.

Etat : New. In English.

Hardcover. Octavo. Hardcover. Bound in light blue cloth with illustrated jacket. xv, 207 pages illustrations. VG. Spine has toning and some light wear around the edges. Interior clean and unmarked besides previous owners name penned inside.

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

Paperback. Etat : Brand New. 2nd paperback/cd-rom edition. 627 pages. 8.75x6.00x1.25 inches. In Stock.

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

PAP. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Etat : New.

Etat : New. In English.

Paperback. Etat : New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.…