Derivatives Financial Markets Stochastic
Afbeeldingen
Sla de afbeeldingen overArtikel vergelijken
Uitgever: Cambridge University Press
Co-auteur:
K. Ronnie Sircar
K.Ronnie Sircar
- Engels
- Hardcover
- 9780521791632
- 03 juli 2000
- 218 pagina's
Samenvatting
Addresses financial mathematics of pricing and hedging derivative securities in uncertain and changing market volatility. The mathematics is introduced through examples and illustrated with simulations, and the modeling approach described is validated and tested on market data. Suitable for a one-semester course for graduate students.
This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.
This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.
Productspecificaties
Wij vonden geen specificaties voor jouw zoekopdracht '{SEARCH}'.
Inhoud
- Taal
- en
- Bindwijze
- Hardcover
- Oorspronkelijke releasedatum
- 03 juli 2000
- Aantal pagina's
- 218
- Illustraties
- Met illustraties
Betrokkenen
- Hoofdauteur
- Jean-Pierre Fouque
- Tweede Auteur
- George Papanicolaou
- Co Auteur
- K.Ronnie Sircar
- Hoofduitgeverij
- Cambridge University Press
Overige kenmerken
- Editie
- New title
- Extra groot lettertype
- Nee
- Product breedte
- 161 mm
- Product hoogte
- 18 mm
- Product lengte
- 238 mm
- Studieboek
- Ja
- Verpakking breedte
- 161 mm
- Verpakking hoogte
- 18 mm
- Verpakking lengte
- 238 mm
- Verpakkingsgewicht
- 440 g
EAN
- EAN
- 9780521791632
Je vindt dit artikel in
- Categorieën
- Taal
- Engels
- Boek, ebook of luisterboek?
- Boek
- Studieboek of algemeen
- Studieboeken
- Beschikbaarheid
- Leverbaar
Kies gewenste uitvoering
Bindwijze
: Hardcover
Prijsinformatie en bestellen
De prijs van dit product is 120 euro en 99 cent.
2 - 3 weken
Verkoop door bol
- Prijs inclusief verzendkosten, verstuurd door bol
- Ophalen bij een bol afhaalpunt mogelijk
- 30 dagen bedenktijd en gratis retourneren
- Dag en nacht klantenservice
Shop dit artikel
Rapporteer dit artikel
Je wilt melding doen van illegale inhoud over dit artikel:
- Ik wil melding doen als klant
- Ik wil melding doen als autoriteit of trusted flagger
- Ik wil melding doen als partner
- Ik wil melding doen als merkhouder
Geen klant, autoriteit, trusted flagger, merkhouder of partner? Gebruik dan onderstaande link om melding te doen.