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FINANCIAL CALCULUS BY MARTIN BAXTER 2014
US $36,00
CircaEUR 30,84
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Prezzo iniziale: US $120,00 (70% di sconto)
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Libro che sembra nuovo anche se è già stato letto. La copertina non presenta segni di usura visibili ed è inclusa la sovraccoperta(se applicabile) per le copertine rigide. Nessuna pagina mancante o danneggiata, piegata o strappata, nessuna sottolineatura/evidenziazione di testo né scritte ai margini. Potrebbe presentare minimi segni identificativi sulla copertina interna. Mostra piccolissimi segni di usura. Per maggiori dettagli e la descrizione di eventuali imperfezioni, consulta l'inserzione del venditore.
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Spedizione:
US $3,99 (circa EUR 3,42) USPS Media MailTM.
Oggetto che si trova a: Deerfield Beach, Florida, Stati Uniti
Consegna:
Consegna prevista tra il sab 16 ago e il mer 20 ago a 94104
Restituzioni:
Restituzioni entro 30 giorni. Le spese di spedizione del reso sono a carico dell'acquirente..
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Numero oggetto eBay:166156957669
Specifiche dell'oggetto
- Condizione
- ISBN
- 9780521552899
Informazioni su questo prodotto
Product Identifiers
Publisher
Cambridge University Press
ISBN-10
0521552893
ISBN-13
9780521552899
eBay Product ID (ePID)
127410533
Product Key Features
Number of Pages
244 Pages
Publication Name
Financial Calculus : an Introduction to Derivative Pricing
Language
English
Subject
Calculus, Applied
Publication Year
1996
Type
Textbook
Subject Area
Mathematics
Format
Hardcover
Dimensions
Item Height
0.7 in
Item Weight
20 Oz
Item Length
9.4 in
Item Width
6.5 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
96-009219
Dewey Edition
20
Reviews
‘… a very readable and useful introduction to the pricing of derivatives … A recommendable book.’Wil Schilders, ITW Nieuws, '… a very readable and useful introduction to the pricing of derivatives … A recommendable book.' Wil Schilders, ITW Nieuws, '... the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement Math matique, "This is an excellent book for anyone who want an intuitive understanding of the use of stochastic calculus in financial engineering." riskbook.com, '… the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement Mathmatique, ‘… the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.’L’Enseignement Mathématique, '... the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities.' L'Enseignement Mathématique, "...a rigorous and accessible account of the probabilistic structure behind the pricing, construction, and hedging of derivative securities....Real examples from stock, currency, and interest rate markets are used. The text also gives a clear view and introduction to modern mathematical finance for probabilists and statisticians." The Journal of the American Statistical Association, '... a very readable and useful introduction to the pricing of derivatives ... A recommendable book.' Wil Schilders, ITW Nieuws
Illustrated
Yes
Dewey Decimal
332.63222
Table Of Content
The parable of the bookmaker; 1. Introduction; 2. Discrete processes; 3. Continuous processes; 4. Pricing market securities; 5. Interest rates; 6. Bigger models; Appendix 1. Further reading; Appendix 2. Notation; Appendix 3. Answers to exercises; Appendix 4. Glossary of technical terms; Index.
Synopsis
Here is a rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world., The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with mathematical precision in a style tailored for market practitioners. Starting from discrete-time hedging on binary trees, continuous-time stock models (including Black-Scholes) are developed. Practicalities are stressed, including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. A full glossary of probabilistic and financial terms is provided. This unique book will be an essential purchase for market practitioners, quantitative analysts, and derivatives traders., Here is the first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities. With mathematical precision and in a style tailored for market practioners, the authors describe key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model. Starting from discrete-time hedging on binary trees, the authors develop continuous-time stock models (including the Black-Scholes method). They stress practicalities including examples from stock, currency and interest rate markets, all accompanied by graphical illustrations with realistic data. The authors provide a full glossary of probabilistic and financial terms.
LC Classification Number
HG6024.A3 B39 1996
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WISDOM SEALS
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Feedback sul venditore (10.901)
- o***d (23)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoItem precisely as described. Very carefully packaged. Excellent value. Item was shipped right away, but delivery was substantially delayed by USPS. Glad it finally arrived. Extremely satisfied with this seller. Thanks!NOS POR CASTELAO 1999 ISBN 8471544687 (N° 400860946293)
- s***6 (85)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoQuickly shipped. Great packaging so appreciate the extra do not bend and fragile labels. Unfortunately, Postal still managed to put in small mailbox and is not considerate with care of package. Thankfully the book was bubble wrap! I appreciate all the Sellers efforts-5 stars!MY LIFE AND MY ART AUTOBIOGRAPHICAL SKETCH BY PETER LIPMAN-WULF 1982 (N° 165560431052)
- y***e (1333)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoGreat job! Item well packaged, promptly posted, came fast and arrived early in the condition listed. Many thanks, once again, for such wonderful customer care and service. :-)
WISDOM SEALS
99,1% di Feedback positivi•19 mila oggetti venduti
Registrato come venditore privatoPertanto non si applicano i diritti dei consumatori derivanti dalla normativa europea. La Garanzia cliente eBay è comunque applicabile alla maggior parte degli acquisti. Scopri di piùScopri di più
Feedback sul venditore (10.901)
- o***d (23)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoItem precisely as described. Very carefully packaged. Excellent value. Item was shipped right away, but delivery was substantially delayed by USPS. Glad it finally arrived. Extremely satisfied with this seller. Thanks!NOS POR CASTELAO 1999 ISBN 8471544687 (N° 400860946293)
- s***6 (85)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoQuickly shipped. Great packaging so appreciate the extra do not bend and fragile labels. Unfortunately, Postal still managed to put in small mailbox and is not considerate with care of package. Thankfully the book was bubble wrap! I appreciate all the Sellers efforts-5 stars!MY LIFE AND MY ART AUTOBIOGRAPHICAL SKETCH BY PETER LIPMAN-WULF 1982 (N° 165560431052)
- y***e (1333)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoGreat job! Item well packaged, promptly posted, came fast and arrived early in the condition listed. Many thanks, once again, for such wonderful customer care and service. :-)