Schied Alexander (66 results)
- Softcover
Seller: medimops, Berlin, Germanymedimops
Contact seller5-star sellerCondition: Used - Good
US$ 39.48
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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.
- Softcover
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.ThriftBooks-Atlanta
Contact seller5-star sellerCondition: Used - Good
US$ 54.53
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Paperback. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 54.59
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 57.35
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Condition: New.
- Softcover
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
Contact seller5-star sellerCondition: New
US$ 60.00
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Paperback. Condition: New. 3rd rev. and extend. ed. This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is sim…pler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This third revised and extended edition now contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular a new chapter on dynamic risk measures and new sections on robust utility maximization and on efficient hedging with convex risk measures.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 71.96
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Condition: New.
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
Contact seller4-star sellerCondition: New
US$ 76.00
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Condition: New.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 74.44
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Condition: As New. Unread book in perfect condition.
More images- Softcover
Seller: avelibro OHG, Dinkelscherben, , Germanyavelibro OHG
Contact seller5-star sellerCondition: Used - Very good
US$ 68.47
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24 x 17 cm. Condition: Gut. XI, 544 Pages ; With Figures Original Broschur in sehr gutem Zustand. Innen mit Bibliotheksstempeln, sehr sauber. Englische Sprache - Original Paperback in very good condition. Inside with Library stamps, very clean. English Language B08-02-01H|S69 Sprache: Englisch Gewicht in Gramm: 934 3. revised an…d extended Edition / De Gruyter gradute.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 76.19
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: eCampus, Lexington, KY, U.S.A.eCampus
Contact seller5-star sellerCondition: New
US$ 75.82
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Condition: New.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 67.38
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Condition: New. In.
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 79.08
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Condition: New.
- Softcover
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
Contact seller5-star sellerCondition: New
US$ 81.73
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Paperback. Condition: New. 4th rev. ed. This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry.The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one… can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage.The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk.In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents:Part I: Mathematical finance in one periodArbitrage theoryPreferencesOptimality and equilibriumMonetary measures of riskPart II: Dynamic hedgingDynamic arbitrage theoryAmerican contingent claimsSuperhedgingEfficient hedgingHedging under constraintsMinimizing the hedging errorDynamic risk measures.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 64.50
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Condition: New.
- Softcover
Seller: Chiron Media, Wallingford, , United KingdomChiron Media
Contact seller5-star sellerCondition: New
US$ 63.59
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PF. Condition: New.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 65.68
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
US$ 89.12
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Paperback. Condition: New. 4th rev. ed. This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry.The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is simpler, and one… can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage.The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk.In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk.This fourth, newly revised edition contains more than one hundred exercises. It also includes material on risk measures and the related issue of model uncertainty, in particular a chapter on dynamic risk measures and sections on robust utility maximization and on efficient hedging with convex risk measures. Contents:Part I: Mathematical finance in one periodArbitrage theoryPreferencesOptimality and equilibriumMonetary measures of riskPart II: Dynamic hedgingDynamic arbitrage theoryAmerican contingent claimsSuperhedgingEfficient hedgingHedging under constraintsMinimizing the hedging errorDynamic risk measures.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 76.52
US$ 15.82 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 76.51
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Condition: New.
- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
US$ 96.40
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Paperback. Condition: New. This book provides an introduction to probabilistic methods in finance, based on stochastic models in discrete time. It is aimed primarily at graduate students in mathematics but may also benefit mathematicians in academia and the financial industry.? In this fifth edition, the entire text has been tho…roughly revised to enhance clarity and completeness. This includes new sections on This a revised and expnded fifth edition.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 84.15
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 86.52
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 87.48
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Condition: New.
- Softcover
Seller: Chiron Media, Wallingford, , United KingdomChiron Media
Contact seller5-star sellerCondition: New
US$ 89.13
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perfect. Condition: New.
- Softcover
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contact seller5-star sellerCondition: New
US$ 64.49
US$ 50.00 shippingShips within U.S.A.Quantity: Over 20 available
Paperback. Condition: New. 3rd rev. and extend. ed. This book is an introduction to financial mathematics. It is intended for graduate students in mathematics and for researchers working in academia and industry. The focus on stochastic models in discrete time has two immediate benefits. First, the probabilistic machinery is sim…pler, and one can discuss right away some of the key problems in the theory of pricing and hedging of financial derivatives. Second, the paradigm of a complete financial market, where all derivatives admit a perfect hedge, becomes the exception rather than the rule. Thus, the need to confront the intrinsic risks arising from market incomleteness appears at a very early stage. The first part of the book contains a study of a simple one-period model, which also serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of financial risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. This third revised and extended edition now contains more than one hundred exercises. It also includes new material on risk measures and the related issue of model uncertainty, in particular a new chapter on dynamic risk measures and new sections on robust utility maximization and on efficient hedging with convex risk measures.
- Hardcover
Seller: Solibri, Epone, FranceSolibri
Contact seller4-star sellerCondition: Used - Fine
US$ 53.59
US$ 64.76 shippingShips from France to U.S.A.Quantity: 1 available
Condition: fine. couverture cartonnée, moyen format , très bon état. Second edition. 2642934 - Stochastic Finance, Föllmer, Hans, De Gruyter, 2004.
- Hardcover
Seller: Antiquariat Bernhardt, Kassel, GermanyAntiquariat Bernhardt
Contact seller5-star sellerCondition: Used - Fine
US$ 63.75
US$ 57.20 shippingShips from Germany to U.S.A.Quantity: 1 available
Condition: Sehr gut. IX, 422 Seiten, de Gruyter Studies in Mathematics, Band 27. Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir… versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 834 gebundene Ausgabe gebundene Ausgabe.
- Hardcover
Seller: Studibuch, Stuttgart, GermanyStudibuch
Contact seller5-star sellerCondition: Used - Fine
US$ 49.38
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hardcover. Condition: Sehr gut. 432 Seiten; 9783110171198.2 Gewicht in Gramm: 1.
- Softcover
Seller: Majestic Books, Hounslow, , United KingdomMajestic Books
Contact seller4-star sellerCondition: New
US$ 114.41
US$ 8.58 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New.
