Cosimo Munari (16 results)
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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US$ 83.62
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- Softcover
Seller: Chiron Media, Wallingford, , United KingdomChiron Media
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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US$ 108.46
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Condition: New. pp. 414.
- Softcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
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Condition: New. 2020. Paperback. . . . . .
- Softcover
Seller: Revaluation Books, Exeter, , United KingdomRevaluation Books
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Paperback. Condition: Brand New. 468 pages. 9.44x6.61x1.06 inches. In Stock.
- Softcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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US$ 82.42
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the mathematics of arb…itrage pricing in a discrete-time, finite-state economy in which a finite number of securities are traded. In a first step, various versions of the Fundamental Theorem of Asset Pricing, i.e., characterizations of when a market does not admit arbitrage opportunities, are proved. The book then focuses on incomplete markets where the main concern is to obtain a precise description of the set of 'market-consistent' prices for nontraded financial contracts, i.e. the set of prices at which such contracts could be transacted between rational agents.Both European-type and American-type contracts are considered. A distinguishing feature of this book is its emphasis on market-consistent prices and a systematic description of pricing rules, also at intermediate dates. The benefits of this approach are most evident in the treatment of American options, which is novel in terms of both the presentation and the scope, while also presenting new results.The focus on discrete-time, finite-state models makes it possible to cover all relevant topics while requiring only a moderate mathematical background on the part of the reader. The book will appeal to mathematical finance and financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to get acquainted with a modern applied topic; and mathematicians, physicists and quantitatively inclined economists working or planning to work in the financial industry.
- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
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US$ 146.58
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Paperback. Condition: New. New. book.
Language: English
Published by Springer International Publishing Jul 2020 2020
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermanyBuchWeltWeit Ludwig Meier e.K.
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US$ 82.42
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Arbitrage Theory provides the foundation for the pricing of financial derivatives and has become indispensable in both financial theory and financial practice. This textbook offers a rigorous and comprehensive introduction to the ma…thematics of arbitrage pricing in a discrete-time, finite-state economy in which a finite number of securities are traded. In a first step, various versions of the Fundamental Theorem of Asset Pricing, i.e., characterizations of when a market does not admit arbitrage opportunities, are proved. The book then focuses on incomplete markets where the main concern is to obtain a precise description of the set of 'market-consistent' prices for nontraded financial contracts, i.e. the set of prices at which such contracts could be transacted between rational agents.Both European-type and American-type contracts are considered. A distinguishing feature of this book is its emphasis on market-consistent prices and a systematic description of pricing rules, also at intermediate dates. The benefits of this approach are most evident in the treatment of American options, which is novel in terms of both the presentation and the scope, while also presenting new results.The focus on discrete-time, finite-state models makes it possible to cover all relevant topics while requiring only a moderate mathematical background on the part of the reader. The book will appeal to mathematical finance and financial economics students seeking an elementary but rigorous introduction to the subject; mathematics and physics students looking for an opportunity to get acquainted with a modern applied topic; and mathematicians, physicists and quantitatively inclined economists working or planning to work in the financial industry. 468 pp. Englisch.
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, , United KingdomMajestic Books
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US$ 109.61
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Condition: New. Print on Demand pp. 414.
- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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US$ 114.81
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Condition: New. PRINT ON DEMAND pp. 414.
- Softcover
- Print on Demand
Seller: moluna, Greven, , Germanymoluna
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US$ 71.18
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Mathematically rigorous and comprehensive introduction to arbitrage pricing in single- and multi-period models, including sub and super hedging in incomplete markets Careful selection of exercises Accessibility of top…ics by fully developing.
