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Hardback. Condition: New. New copy - Usually dispatched within 4 working days. 209. Seller Inventory # B9781032288260
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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance, and details the techniques requiredto model the time evolution of risky assets. The book discusses a wide range of classical topics including Black-Scholes pricing, American options, derivatives, term structure modeling, and change of numéraire. It also builds up to special topics, such as exotic options, stochastic volatility, and jump processes.New to this EditionNew chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic VolatilityContains over 235 exercises and 16 problems with complete solutions available online from the instructor resourcesAdded over 150 graphs and figures, for more than 250 in total, to optimize presentation57 R coding examples now integrated into the book for implementation of the methodsSubstantially class-tested, so ideal for course use or self-studyWith abundant exercises, problems with complete solutions, graphs and figures, and R coding examples, the book is primarily aimed at advanced undergraduate and graduate students in applied mathematics, financial engineering, and economics. It could be used as a course text or for self-study and would also be a comprehensive and accessible reference for researchers and practitioners in the field. 652 pp. Englisch. Seller Inventory # 9781032288260
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Seller: Grand Eagle Retail, Fairfield, OH, U.S.A.
Hardcover. Condition: new. Hardcover. Introduction to Stochastic Finance with Market Examples, Second Edition presents an introduction to pricing and hedging in discrete and continuous-time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance, and details the techniques required to model the time evolution of risky assets. The book discusses a wide range of classical topics including BlackScholes pricing, American options, derivatives, term structure modeling, and change of numeraire. It also builds up to special topics, such as exotic options, stochastic volatility, and jump processes.New to this EditionNew chapters on Barrier Options, Lookback Options, Asian Options, Optimal Stopping Theorem, and Stochastic VolatilityContains over 235 exercises and 16 problems with complete solutions available online from the instructor resourcesAdded over 150 graphs and figures, for more than 250 in total, to optimize presentation 57 R coding examples now integrated into the book for implementation of the methods Substantially class-tested, so ideal for course use or self-study With abundant exercises, problems with complete solutions, graphs and figures, and R coding examples, the book is primarily aimed at advanced undergraduate and graduate students in applied mathematics, financial engineering, and economics. It could be used as a course text or for self-study and would also be a comprehensive and accessible reference for researchers and practitioners in the field. This book presents an introduction to pricing and hedging in discrete and continuous time financial models, emphasizing both analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of stochastic calculus for finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781032288260
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