A comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful maths tools.
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Anbieter: HPB-Red, Dallas, TX, USA
Hardcover. Zustand: 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! Bestandsnummer des Verkäufers S_452399021
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Anbieter: World of Books (was SecondSale), Montgomery, IL, USA
Hardback. Zustand: Very Good. This book provides a comprehensive and self-contained treat- ment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones but in a way that makes them consistent with the finance industry derivatives pricing practice. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful math. tools. Bestandsnummer des Verkäufers 00104110396
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Anbieter: World of Books (was SecondSale), Montgomery, IL, USA
Hardback. Zustand: Good. This book provides a comprehensive and self-contained treat- ment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones but in a way that makes them consistent with the finance industry derivatives pricing practice. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful math. tools. Bestandsnummer des Verkäufers 00109651666
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Anbieter: World of Books Inc, Montgomery, IL, USA
Hardback. Zustand: Very Good. This book provides a comprehensive and self-contained treat- ment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones but in a way that makes them consistent with the finance industry derivatives pricing practice. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful math. tools. Bestandsnummer des Verkäufers CIN354061477XVG
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Anbieter: medimops, Berlin, Deutschland
Zustand: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Bestandsnummer des Verkäufers M0354061477X-G
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Anbieter: Zubal-Books, Since 1961, Cleveland, OH, USA
Zustand: New. 518 pp., hardcover, new. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Bestandsnummer des Verkäufers ZB1349503
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Anbieter: AproposBooks&Comics, London, Vereinigtes Königreich
Hardcover. Zustand: Very Good. 2nd Edition. Bestandsnummer des Verkäufers ABE-1673529437806
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Anbieter: BennettBooksLtd, Los Angeles, CA, USA
Hardcover. Zustand: New. In shrink wrap. Looks like an interesting title! Bestandsnummer des Verkäufers Q-354061477x
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Anbieter: ACADEMIA Antiquariat an der Universität, Freiburg, Deutschland
Zustand: Sehr gut. Corr. 2. print. 16 x 24 cm Gebunden. Name auf Vorsatz sonst sehr gut erhalten. Owners name in front else very good condition. Sprache: Deutsch Gewicht in Gramm: 1. Bestandsnummer des Verkäufers 104154
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Anbieter: BennettBooksLtd, Los Angeles, CA, USA
Zustand: New. New. In shrink wrap. Looks like an interesting title! 2. Bestandsnummer des Verkäufers Q-354061477X
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