Alet Roux (29 results)

- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.Lucky's Textbooks
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Language: English
Published by VDM Verlag Dr. Mueller E.K. 10/10/2008, 2008
- Softcover
Seller: BargainBookStores, Grand Rapids, MI, U.S.A.BargainBookStores
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Paperback or Softback. Condition: New. Options Under Transaction Costs. Book.
More images- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
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Paperback. Condition: New.

Language: English
Published by Springer, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Language: English
Published by Springer, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
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Language: English
Published by Springer, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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US$ 41.59
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Condition: New. pp. 344 63 Illus.

Language: English
Published by Springer, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condition: New. pp. 344.

Language: English
Published by Springer, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condition: As New. Unread book in perfect condition.

Language: English
Published by Springer London Ltd, GB, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
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US$ 52.44
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Paperback. Condition: New. 2013th.

Language: English
Published by Springer, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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US$ 43.88
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Condition: New. pp. 344.

- Softcover
Seller: Gallix, Gif sur Yvette, FranceGallix
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US$ 22.67
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Condition: Neuf.

- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. In.

- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 44.35
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Condition: New.

Language: English
Published by Springer, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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US$ 48.71
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Condition: New. In.

Language: English
Published by Springer, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 44.60
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Condition: New.

Language: English
Published by Springer, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 52.94
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Condition: As New. Unread book in perfect condition.

Language: English
Published by Springer Verlag, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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US$ 64.78
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Paperback. Condition: Brand New. pap/psc edition. 332 pages. 9.45x0.87x6.14 inches. In Stock.

Language: English
Published by VDM Verlag Dr. Müller|VDM Verlag Dr. Müller e.K., 2008
- Softcover
Seller: moluna, Greven, Germanymoluna
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US$ 50.38
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Condition: New.

Language: English
Published by VDM Verlag Dr. Müller, VDM Verlag Dr. Müller E.K., 2008
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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US$ 60.65
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Taschenbuch. Condition: Neu. Neuware - This book is aimed at researchers and PhD studentsin mathematical finance. It studies the pricing andhedging of options in ¿nancial markets withproportional transaction costs on trading in shares,modeled as bid-ask spreads, and different interestrates for borrowing and lending of cash. This… isdone by means of fair pricing and super-hedging.The fair price of an option is any market price forit that does not allow traders to make profit withno risk, and a super-hedging strategy allows theseller and buyer to remain in a solvent positionafter respectively delivering and receiving theoption payoff. Efficient algorithms are presentedfor computing the bid and ask prices of European andAmerican options; these prices serve as bounds onthe fair prices. This unifies all existing algorithmsfor the calculation of such prices. As a by-product,a straightforward iterative method is found fordetermining the optimal super-hedging strategies(and stopping times) for both the buyer and sellerof an option, and also optimal stopping strategiesin the case of American options.

- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
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US$ 44.46
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Paperback. Condition: New.

Language: English
Published by Springer London Ltd, GB, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
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US$ 49.57
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Paperback. Condition: New. 2013th.

- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 123.71
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Condition: As New. Unread book in perfect condition.

- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
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US$ 112.72
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Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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US$ 143.44
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Condition: As New. Unread book in perfect condition.

- Softcover
- Print on Demand
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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US$ 47.03
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PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

- Softcover
- Print on Demand
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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US$ 46.70
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PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Language: English
Published by Springer London Sep 2012, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.
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US$ 43.96
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides an introduction to the mathematical modelling of real world financial markets and the rational pricing of derivatives, which is part of the theory that not only underpins modern financial practice but is a thrivin…g area of mathematical research. The central theme is the question of how to find a fair price for a derivative; defined to be a price at which it is not possible for any trader to make a risk free profit by trading in the derivative.To keep the mathematics as simple as possible, while explaining the basic principles, only discrete time models with a finite number of possible future scenarios are considered. The theory examines the simplest possible financial model having only one time step, where many of the fundamental ideas occur, and are easily understood. Proceeding slowly, the theory progresses to more realistic models with several stocks and multiple time steps, and includes a comprehensive treatment of incomplete models. The emphasis throughout is on clarity combined with full rigour.The later chapters deal with more advanced topics, including how the discrete time theory is related to the famous continuous time Black-Scholes theory, and a uniquely thorough treatment of American options. The book assumes no prior knowledge of financial markets, and the mathematical prerequisites are limited to elementary linear algebra and probability. This makes it accessible to undergraduates in mathematics as well as students of other disciplines with a mathematical component. It includes numerous worked examples and exercises, making it suitable for self-study. 344 pp. Englisch.

Language: English
Published by Springer London, 2012
Series: Springer Undergraduate Mathematics, Book 25 of 90. Book 25 of 90 - Springer Undergraduate Mathematics
- Softcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
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US$ 40.41
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Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a complete and rigorous treatment of no-arbitrage pricing for both European and American derivatives in complete and incomplete discrete marketsRequires only elementary linear algebra… and probability theory, hence accessible to students o.