Imagen 1 de 1
Galería
Imagen 1 de 1
¿Quieres vender uno?
FINANCIAL CALCULUS BY MARTIN BAXTER 2014
USD36,00
Aproximadamente30,93 EUR
o Mejor oferta
Costaba USD120,00 (70% de descuento)
Estado:
Como nuevo
Libro en perfecto estado y poco leído. La tapa no tiene desperfectos y si procede, con sobrecubierta para las tapas duras. Incluye todas las páginas sin arrugas ni roturas. El texto no está subrayado ni resaltado de forma alguna, y no hay anotaciones en los márgenes. Puede presentar marcas de identificación mínimas en la contraportada o las guardas. Muy poco usado. Consulta el anuncio del vendedor para obtener más información y la descripción de cualquier posible imperfección.
- ¡Cómpralo ya!FINANCIAL CALCULUS BY MARTIN BAXTER 2014
Oops! Looks like we're having trouble connecting to our server.
Refresh your browser window to try again.
Envío:
USD3,99 (aprox. 3,43 EUR) USPS Media MailTM.
Ubicado en: Deerfield Beach, Florida, Estados Unidos
Entrega:
Entrega prevista entre el jue. 14 ago. y el mar. 19 ago. a 94104
Devoluciones:
30 días para devoluciones. El comprador paga el envío de la devolución..
Pagos:
Compra con confianza
El vendedor asume toda la responsabilidad de este anuncio.
N.º de artículo de eBay:166156957669
Características del artículo
- Estado
- ISBN
- 9780521552899
Acerca de este producto
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
Descripción del artículo del vendedor
Acerca de este vendedor
WISDOM SEALS
99,1% de votos positivos•19 mil artículos vendidos
Registrado como vendedor particularPor tanto, no se aplican los derechos de los consumidores derivados de las leyes de protección de los consumidores de la UE. La Garantía al cliente de eBay sigue aplicando a la mayoría de compras. Más informaciónMás información
Votos de vendedor (10.900)
- o***d (23)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaItem 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 (#400860946293)
- s***6 (85)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaQuickly 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 (#165560431052)
- b***b (1022)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaVery fast shipping, well packaged, and item just as described. Great Seller!!LIFE LIBERTY AND THE PURSUIT OF HAPPINESS BY PEGGY NOONAN EASTON PRESS SIGNED (#167419200771)
WISDOM SEALS
99,1% de votos positivos•19 mil artículos vendidos
Registrado como vendedor particularPor tanto, no se aplican los derechos de los consumidores derivados de las leyes de protección de los consumidores de la UE. La Garantía al cliente de eBay sigue aplicando a la mayoría de compras. Más informaciónMás información
Votos de vendedor (10.900)
- o***d (23)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaItem 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 (#400860946293)
- s***6 (85)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaQuickly 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 (#165560431052)
- b***b (1022)- Votos emitidos por el comprador.Últimos 6 mesesCompra verificadaVery fast shipping, well packaged, and item just as described. Great Seller!!LIFE LIBERTY AND THE PURSUIT OF HAPPINESS BY PEGGY NOONAN EASTON PRESS SIGNED (#167419200771)