Anbieter: Anybook.com, Lincoln, Vereinigtes Königreich
EUR 7,58
Anzahl: 1 verfügbar
In den WarenkorbZustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,400grams, ISBN:3790806838.
Sprache: Deutsch
Verlag: Heidelberg : Physica-Verl., 1993
ISBN 10: 3790806838 ISBN 13: 9783790806830
Anbieter: NEPO UG, Rüsselsheim am Main, Deutschland
kart. Zustand: Sehr gut. VI, 174 S. : graph. Darst. , 24 cm Versand am folgenden Arbeitstag mit Rechnung daily shipping wordwide with invoice ex library aus Bibliothek Sprache: Deutsch Gewicht in Gramm: 550.
Sprache: Englisch
Verlag: Physica-Verlag Heidelberg, 1993
ISBN 10: 3790806838 ISBN 13: 9783790806830
Anbieter: ralfs-buecherkiste, Herzfelde, MOL, Deutschland
Paperback. Zustand: Gut. 174 Seiten Guter Zustand/ Good With figures. Ex-Library. ha1026364 Sprache: Englisch Gewicht in Gramm: 300.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 115,52
Anzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In.
Zustand: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | The book contains a selection of recently revised papersthat have initiallybeen presented at two different meetingsof the EURO Working Group on Financial Modelling. The papersrelated to the microstructure of capital markets provideevidence that the price dynamics of financial assets can on-ly be explained - and modelled - on the basis of a carefulexamination of the decision process which leads traders tointeract and fix the equilibrium prices. The papers by Pec-cati, Luciano, Ferrari and Cornaglia belong to this catego-ry, and help considerably unterstand the performance of mar-kets which are relatively far from perfection (owing tothinness, frictions, taxation and the like). This is indeedthe case for some European Exchanges.The very foundations of quantitative financial analysis havebeen discussed in the contributions of Luciano, Canestrelli,Uberti and Van der Meulen. The classical - although recent- advances on the pricing of derivative securities have beenanalyzed and applied by Kremer, Hallerbach and Jensen/Niel-son, thus demonstrating that established theories still pro-vide space for a deeper investigation.Another major topic of interest relates to empirical studiesabout how markets behave with respect to theoretical models.In this respect, the contributions of Viren, Bradfield andWilkie/Pollock are quite significant. They present evidencebased on real data discussed in the light of advanced stati-stical techniques. It is apparent that Corporate Finance andCapital Markets are becoming more and more related and in-teractingwith each other.
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
EUR 150,64
Anzahl: 2 verfügbar
In den WarenkorbPaperback. Zustand: Brand New. 180 pages. 9.25x6.10x0.42 inches. In Stock.
Taschenbuch. Zustand: Neu. Recent Research in Financial Modelling | Evert J. Stokking (u. a.) | Taschenbuch | vi | Englisch | 1993 | Physica | EAN 9783790806830 | Verantwortliche Person für die EU: Physica Verlag in Springer Science + Business Media, Tiergartenstr. 15-17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Anbieter: Mispah books, Redhill, SURRE, Vereinigtes Königreich
EUR 180,05
Anzahl: 1 verfügbar
In den WarenkorbPaperback. Zustand: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The book contains a selection of recently revised papersthat have initiallybeen presented at two different meetingsof the EURO Working Group on Financial Modelling. The papersrelated to the microstructure of capital markets provideevidence that the price dynamics of financial assets can on-ly be explained - and modelled - on the basis of a carefulexamination of the decision process which leads traders tointeract and fix the equilibrium prices. The papers by Pec-cati, Luciano, Ferrari and Cornaglia belong to this catego-ry, and help considerably unterstand the performance of mar-kets which are relatively far from perfection (owing tothinness, frictions, taxation and the like). This is indeedthe case for some European Exchanges.The very foundations of quantitative financial analysis havebeen discussed in the contributions of Luciano, Canestrelli,Uberti and Van der Meulen. The classical - although recent- advances on the pricing of derivative securities have beenanalyzed and applied by Kremer, Hallerbach and Jensen/Niel-son, thus demonstrating that established theories still pro-vide space for a deeper investigation.Another major topic of interest relates to empirical studiesabout how markets behave with respect to theoretical models.In this respect, the contributions of Viren, Bradfield andWilkie/Pollock are quite significant. They present evidencebased on real data discussed in the light of advanced stati-stical techniques. It is apparent that Corporate Finance andCapital Markets are becoming more and more related and in-teractingwith each other. 184 pp. Englisch.
Anbieter: moluna, Greven, Deutschland
EUR 92,27
Anzahl: Mehr als 20 verfügbar
In den WarenkorbKartoniert / Broschiert. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The book contains a selection of recently revised papersthat have initiallybeen presented at two different meetingsof the EURO Working Group on Financial Modelling. The papersrelated to the microstructure of capital markets provideevidence that the.
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -The book contains a selection of recently revised papersthat have initiallybeen presented at two different meetingsof the EURO Working Group on Financial Modelling. The papersrelated to the microstructure of capital markets provideevidence that the price dynamics of financial assets can only be explained - and modelled - on the basis of a carefulexamination of the decision process which leads traders tointeract and fix the equilibrium prices. The papers by Peccati, Luciano, Ferrari and Cornaglia belong to this category, and help considerably unterstand the performance of markets which are relatively far from perfection (owing tothinness, frictions, taxation and the like). This is indeedthe case for some European Exchanges.The very foundations of quantitative financial analysis havebeen discussed in the contributions of Luciano, CanestrelliUberti and Van der Meulen. The classical - although recent advances on the pricing of derivative securities have beenanalyzed and applied by Kremer, Hallerbach and Jensen/Nielson, thus demonstrating that established theories still provide space for a deeper investigation.Another major topic of interest relates to empirical studiesabout how markets behave with respect to theoretical models.In this respect, the contributions of Viren, Bradfield andWilkie/Pollock are quite significant. They present evidencebased on real data discussed in the light of advanced statistical techniques. It is apparent that Corporate Finance andCapital Markets are becoming more and more related and interactingwith each other.Physica Verlag, Tiergartenstr. 17, 69121 Heidelberg 184 pp. Englisch.
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The book contains a selection of recently revised papersthat have initiallybeen presented at two different meetingsof the EURO Working Group on Financial Modelling. The papersrelated to the microstructure of capital markets provideevidence that the price dynamics of financial assets can only be explained - and modelled - on the basis of a carefulexamination of the decision process which leads traders tointeract and fix the equilibrium prices. The papers by Peccati, Luciano, Ferrari and Cornaglia belong to this category, and help considerably unterstand the performance of markets which are relatively far from perfection (owing tothinness, frictions, taxation and the like). This is indeedthe case for some European Exchanges.The very foundations of quantitative financial analysis havebeen discussed in the contributions of Luciano, CanestrelliUberti and Van der Meulen. The classical - although recent advances on the pricing of derivative securities have beenanalyzed and applied by Kremer, Hallerbach and Jensen/Nielson, thus demonstrating that established theories still provide space for a deeper investigation.Another major topic of interest relates to empirical studiesabout how markets behave with respect to theoretical models.In this respect, the contributions of Viren, Bradfield andWilkie/Pollock are quite significant. They present evidencebased on real data discussed in the light of advanced statistical techniques. It is apparent that Corporate Finance andCapital Markets are becoming more and more related and interactingwith each other.