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wyszukanych pozycji: 13
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Making up Numbers: A History of Invention in Mathematics
ISBN: 9781800640962 / Angielski / Twarda / 2020 / 280 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
240,82 zł |
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Making up Numbers: A History of Invention in Mathematics
ISBN: 9781800640955 / Angielski / Miękka / 2020 / 280 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych (Bez gwarancji dostawy przed świętami) |
cena:
167,64 zł |
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The Black-Scholes Model
ISBN: 9780521173001 / Angielski / Miękka / 2012 / 178 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych (Bez gwarancji dostawy przed świętami) The Black Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. The discussion of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers...
The Black Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, i...
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cena:
228,66 zł |
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Analysis
ISBN: 9780340645963 / Angielski / Miękka / 1996 / 200 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Bez gwarancji dostawy przed świętami) Building on the basic concepts through a careful discussion of covalence, (while adhering resolutely to sequences where possible), the main part of the book concerns the central topics of continuity, differentiation and integration of real functions. Throughout, the historical context in which the subject was developed is highlighted and particular attention is paid to showing how precision allows us to refine our geometric intuition. The intention is to stimulate the reader to reflect on the underlying concepts and ideas.
Building on the basic concepts through a careful discussion of covalence, (while adhering resolutely to sequences where possible), the main part of th...
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cena:
160,92 zł |
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Mathematics of Financial Markets
ISBN: 9781441919427 / Angielski / Miękka / 2010 / 354 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or 'exotic') ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous...
This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its c...
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cena:
242,07 zł |
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Stochastic Calculus for Finance
ISBN: 9781107002647 / Angielski / Twarda / 2012 / 186 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ito formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the...
This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The auth...
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cena:
292,80 zł |
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Mathematics of Financial Markets
ISBN: 9780387212920 / Angielski / Twarda / 2004 / 354 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its content is suitable particularly for graduate students in mathematics who have a background in measure theory and probability. The emphasis throughout is on developing the mathematical concepts required for the theory within the context of their application. No attempt is made to cover the bewildering variety of novel (or 'exotic') ?nancial - struments that now appear on the derivatives markets; the focus throu- out remains on a rigorous...
This work is aimed at an audience with a sound mathematical background wishing to learn about the rapidly expanding ?eld of mathematical ?nance. Its c...
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cena:
342,95 zł |
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Stochastic Calculus for Finance
ISBN: 9780521175739 / Angielski / Miękka / 2012 / 186 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych (Bez gwarancji dostawy przed świętami) This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ito formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the...
This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The auth...
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cena:
228,66 zł |
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Discrete Models of Financial Markets
ISBN: 9781107002630 / Angielski / Twarda / 2012 / 192 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox Ross Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is...
This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Re...
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cena:
228,11 zł |
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Portfolio Theory and Risk Management
ISBN: 9780521177146 / Angielski / Miękka / 2014 / 169 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych (Bez gwarancji dostawy przed świętami) With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of...
With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It prov...
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cena:
228,66 zł |
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Portfolio Theory and Risk Management
ISBN: 9781107003675 / Angielski / Twarda / 2014 / 172 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of...
With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It prov...
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cena:
362,12 zł |
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Probability for Finance
ISBN: 9780521175579 / Angielski / Miękka / 2013 / 196 str. Termin realizacji zamówienia: ok. 16-18 dni roboczych (Bez gwarancji dostawy przed świętami) Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes....
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required f...
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cena:
228,66 zł |
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Probability for Finance
ISBN: 9781107002494 / Angielski / Twarda / 2013 / 196 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Bez gwarancji dostawy przed świętami) Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes....
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required f...
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cena:
325,15 zł |
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