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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability) - Hardcover
Synopsis
This book provides a comprehensive and self-contained treatment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones but in a way that makes them consistent with the finance industry derivatives pricing practice. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analyzed.
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Martingale Methods in Financial Modelling
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Martingale Methods in Financial Modelling
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
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Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00109651666
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Martingale Methods in Financial Modelling
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Hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_452399021
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Martingale Methods in Financial Modelling
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 1998
ISBN 10: 354061477X
ISBN 13: 9783540614777
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Hardcover
Seller: World of Books Inc, Montgomery, IL, U.S.A.
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Hardback. Condition: Very Good. This book provides a comprehensive and self-contained treat- ment of the theory and practice of option pricing. The role of martingale methods in financial modeling is exposed. The emphasis is on using arbitrage-free models already accepted by the market as well as on building the new ones but in a way that makes them consistent with the finance industry derivatives pricing practice. Standard calls and puts together with numerous examples of exotic options such as barriers and quantos, for example on stocks, indices, currencies and interest rates are analysed. The importance of choosing a convenient numeraire in price calculations is explained. Mathematical and financial language is used so as to bring mathematicians closer to practical problems of finance and presenting to the industry useful math. tools. Seller Inventory # CIN354061477XVG
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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
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Condition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Seller Inventory # M0354061477X-G
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Martingale Methods in Financial Modelling: v.36 (Applications of Mathematics)
Published by
Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1998
ISBN 10: 354061477X
ISBN 13: 9783540614777
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Hardcover
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Hardcover. Condition: Very Good. 2nd Edition. Seller Inventory # ABE-1673529437806
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Martingale Methods in Financial Modelling (Stochastic Modelling and Applied Probability)
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
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Martingale methods in financial modelling. Applications of mathematics; 36.
Seller: Antiquariat Bookfarm, Löbnitz, Germany
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Hardcover. Condition: Gut. Ex-library in GOOD condition with library-signature and stamp(s). Some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-00716 9783540614777 Sprache: Englisch Gewicht in Gramm: 1050. Seller Inventory # 2483242
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Martingale methods in financial modelling Marek Musiela, Marek Rutkowski. Applications of mathematics 36; Applications of Mathematics 36.
Published by
Berlin, Springer [1997]., 1997
ISBN 10: 354061477X
ISBN 13: 9783540614777
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Hardcover
Seller: Antiquariat Bookfarm, Löbnitz, Germany
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Hardcover. Condition: Gut. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 90 MUS 9783540614777 Sprache: Englisch Gewicht in Gramm: 1500. Seller Inventory # 2508893
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Martingale Methods in Financial Modelling
Seller: BennettBooksLtd, Los Angeles, CA, U.S.A.
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Hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-354061477x