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wyszukanych pozycji: 5
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A Course in Derivative Securities: Introduction to Theory and Computation
ISBN: 9783540253730 / Angielski / Twarda / 2005 / 356 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/MBA ?nance students at Washi- ton University in St. Louis and the Institut fur ] H] ohere Studien in Vienna. At onetime, acourseinOptionsandFutureswasconsideredanadvanced?nance elective, but now such a course is nearly mandatory for any ?nance major and is an elective chosen by many non-?nance majors as well. Moreover, students are exposed to derivative securities in courses on Investments, International Finance, Risk Management, Investment Banking, Fixed Income, etc. This - pansion...
This book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/MBA ?nance students at Washi- ton Unive...
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cena:
332,24 zł |
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Asset Pricing and Portfolio Choice Theory
ISBN: 9780195380613 / Angielski / Twarda / 2010 / 504 str. Termin realizacji zamówienia: ok. 30 dni roboczych. In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive overview of asset pricing. Useful as a textbook for graduate students in finance, with extensive exercises and a solutions manual available for professors, the book will also serve as an essential reference for scholars and professionals, as it includes detailed proofs and calculations as section appendices. Topics covered include the classical results on single-period, discrete-time, and continuous-time models, as well as various proposed...
In Asset Pricing and Portfolio Choice Theory, Kerry E. Back at last offers what is at once a welcoming introduction to and a comprehensive ov...
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cena:
641,27 zł |
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A Course in Derivative Securities: Introduction to Theory and Computation
ISBN: 9783642064746 / Angielski / Miękka / 2010 / 356 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/MBA ?nance students at Washi- ton University in St. Louis and the Institut fur ] H] ohere Studien in Vienna. At onetime, acourseinOptionsandFutureswasconsideredanadvanced?nance elective, but now such a course is nearly mandatory for any ?nance major and is an elective chosen by many non-?nance majors as well. Moreover, students are exposed to derivative securities in courses on Investments, International Finance, Risk Management, Investment Banking, Fixed Income, etc. This - pansion...
This book is an outgrowth of notes compiled by the author while teaching courses for undergraduate and masters/MBA ?nance students at Washi- ton Unive...
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cena:
234,51 zł |
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Asset Pricing and Portfolio Choice Theory
ISBN: 9780190241148 / Angielski / Twarda / 2017 / 744 str. Termin realizacji zamówienia: ok. 30 dni roboczych. In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overview of asset pricing. Intended as a textbook for asset pricing theory courses at the Ph.D. or Masters in Quantitative Finance level with extensive exercises and a solutions manual available for professors, the book is also an essential reference for financial researchers and professionals, as it includes detailed proofs and calculations as section appendices. The first two parts of the book explain portfolio choice and asset pricing theory in...
In the 2nd edition of Asset Pricing and Portfolio Choice Theory, Kerry E. Back offers a concise yet comprehensive introduction to and overvie...
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cena:
666,17 zł |
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Stochastic Methods in Finance: Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
ISBN: 9783540229537 / Angielski / Miękka / 2004 / 312 str. Termin realizacji zamówienia: ok. 20 dni roboczych. This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory. Five topics are treated in detail: Utility maximization in incomplete markets; the theory of nonlinear expectations and its relationship with the theory of... This volume includes the five lecture courses given at the CIME-EMS School on "Stochastic Methods in Finance" held in Bressanone/Brixen, Italy 2003... |
cena:
195,42 zł |
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