Epps Wake (39 results)
- Softcover
Seller: Big River Books, Powder Springs, GA, U.S.A.Big River Books
Contact seller5-star sellerCondition: Used - Good
US$ 48.75
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Condition: good. This book is in good condition. The cover has minor creases or bends. The binding is tight and pages are intact. Some pages may have writing or highlighting.
- Softcover
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.Romtrade Corp.
Contact seller5-star sellerCondition: New
US$ 55.85
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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
- Softcover
Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
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US$ 55.85
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Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Seller: YourTechBooks, Bala Cynwyd, PA, U.S.A.YourTechBooks
Contact seller5-star sellerCondition: Used - Very good
US$ 42.00
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Condition: Very Good. 2nd Edition. Used, like-new, tight spine, no markings, from smoke-free environment.
- Softcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contact seller5-star sellerCondition: New
US$ 71.19
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Language: English
Published by World Scientific Publishing Co Pte Ltd, SG 2007
- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
US$ 71.93
Free ShippingShips from United Kingdom to U.S.A.Quantity: 9 available
Paperback. Condition: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
- Softcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
Contact seller5-star sellerCondition: New
US$ 71.15
US$ 7.75 shippingShips from United Kingdom to U.S.A.Quantity: 15 available
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Language: English
Published by World Scientific Publishing Co Pte Ltd, Singapore 2007
- Softcover
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contact seller5-star sellerCondition: New
US$ 82.67
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Paperback. Condition: new. Paperback. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools…from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
Language: English
Published by World Scientific Publishing Co Pte Ltd, SG 2007
- Softcover
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
Contact seller5-star sellerCondition: New
US$ 84.35
Free ShippingShips within U.S.A.Quantity: Over 20 available
Paperback. Condition: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
- Hardcover
Seller: HPB-Red, Dallas, TX, U.S.A.HPB-Red
Contact seller5-star sellerCondition: Used - Good
US$ 90.73
US$ 3.75 shippingShips within U.S.A.Quantity: 1 available
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.
- Hardcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
Contact seller5-star sellerCondition: New
US$ 114.44
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Softcover
Seller: GoldBooks, Denver, CO, U.S.A.GoldBooks
Contact seller5-star sellerCondition: New
US$ 116.16
US$ 5.50 shippingShips within U.S.A.Quantity: 1 available
Paperback. Condition: new. New Copy. Customer Service Guaranteed.
- Hardcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
Contact seller5-star sellerCondition: New
US$ 116.04
US$ 10.08 shippingShips from United Kingdom to U.S.A.Quantity: 15 available
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
US$ 119.26
US$ 15.82 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New. In.
- Hardcover
Seller: Book Alley, Pasadena, CA, U.S.A.Book Alley
Contact seller4-star sellerCondition: Used - Good
US$ 130.00
US$ 6.00 shippingShips within U.S.A.Quantity: 1 available
hardcover. Condition: Good. Very Good. Cover has some shelf wear. Gently read with no markings in text.
Language: English
Published by World Scientific Publishing Co Pte Ltd, SG 2007
- Softcover
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contact seller5-star sellerCondition: New
US$ 88.92
US$ 50.00 shippingShips within U.S.A.Quantity: Over 20 available
Paperback. Condition: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 145.55
US$ 2.64 shippingShips within U.S.A.Quantity: 4 available
Condition: New.
Quantitative Finance: Its Development, Mathematical Foundations, and Current Scope Format: Hardcover
- Hardcover
Seller: INDOO, Avenel, NJ, U.S.A.INDOO
Contact seller5-star sellerCondition: New
US$ 148.20
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Condition: New.
Language: English
Published by World Scientific Publishing Co Pte Ltd, SG 2007
- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
Contact seller5-star sellerCondition: New
US$ 68.56
US$ 85.85 shippingShips from United Kingdom to U.S.A.Quantity: 9 available
Paperback. Condition: New. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools from analys…is, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components.
- Hardcover
Seller: Revaluation Books, Exeter, , United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 140.54
US$ 16.51 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Hardcover. Condition: Brand New. 1st edition. 401 pages. 9.30x6.10x0.90 inches. In Stock.
- Hardcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
Contact seller4-star sellerCondition: Used - As new
US$ 126.51
US$ 33.02 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Hardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Language: English
Published by World Scientific Publishing Co Pte Ltd, Singapore 2007
- Softcover
Seller: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
Contact seller5-star sellerCondition: New
US$ 129.85
US$ 37.00 shippingShips from Australia to U.S.A.Quantity: 1 available
Paperback. Condition: new. Paperback. This book presents techniques for valuing derivative securities at a level suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs in financial mathematics and computational finance. It provides the necessary mathematical tools…from analysis, probability theory, the theory of stochastic processes, and stochastic calculus, making extensive use of examples. It also covers pricing theory, with emphasis on martingale methods. The chapters are organized around the assumptions made about the dynamics of underlying price processes. Readers begin with simple, discrete-time models that require little mathematical sophistication, proceed to the basic Black-Scholes theory, and then advance to continuous-time models with multiple risk sources. The second edition takes account of the major developments in the field since 2000. New topics include the use of simulation to price American-style derivatives, a new one-step approach to pricing options by inverting characteristic functions, and models that allow jumps in volatility and Markov-driven changes in regime. The new chapter on interest-rate derivatives includes extensive coverage of the LIBOR market model and an introduction to the modeling of credit risk. As a supplement to the text, the book contains an accompanying CD-ROM with user-friendly FORTRAN, C++, and VBA program components. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 168.43
US$ 2.64 shippingShips within U.S.A.Quantity: 4 available
Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: Revaluation Books, Exeter, , United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 169.37
US$ 19.81 shippingShips from United Kingdom to U.S.A.Quantity: 2 available
Hardcover. Condition: Brand New. 820 pages. 9.25x6.25x2.00 inches. In Stock.
- Hardcover
- First Edition
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
Contact seller5-star sellerCondition: New
US$ 184.49
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Hardcover. Condition: new. Hardcover. A rigorous, yet accessible, introduction to essential topics in mathematical finance Presented as a course on the topic, Quantitative Finance traces the evolution of financial theory and provides an overview of core topics associated with financial investments. With its thorough explanations… and use of real-world examples, this book carefully outlines instructions and techniques for working with essential topics found within quantitative finance including portfolio theory, pricing of derivatives, decision theory, and the empirical behavior of prices. The author begins with introductory chapters on mathematical analysis and probability theory, which provide the needed tools for modeling portfolio choice and pricing in discrete time. Next, a review of the basic arithmetic of compounding as well as the relationships that exist among bond prices and spot and forward interest rates is presented.? Additional topics covered include: Dividend discount models Markowitz mean-variance theory The Capital Asset Pricing Model Static?portfolio theory based on the expected-utility paradigm Familiar probability models for marginal distributions of returns and the dynamic behavior of security prices The final chapters of the book delve into the paradigms of pricing and present the application of martingale pricing in advanced models of price dynamics. Also included is a step-by-step discussion on the use of Fourier methods to solve for arbitrage-free prices when underlying price dynamics are modeled in realistic, but complex ways. Throughout the book, the author presents insight on current approaches along with comments on the unique difficulties that exist in the study of financial markets. These reflections illustrate the evolving nature of the financial field and help readers develop analytical techniques and tools to apply in their everyday work. Exercises at the end of most chapters progress in difficulty, and selected worked-out solutions are available in the appendix. In addition, numerous empirical projects utilize MATLAB and Minitab to demonstrate the mathematical tools of finance for modeling the behavior of prices and markets. Data sets that accompany these projects can be found via the book's FTP site. Quantitative Finance is an excellent book for courses in quantitative finance or financial engineering at the upper-undergraduate and graduate levels. It is also a valuable resource for practitioners in related fields including engineering, finance, and economics. This book presents a course in quantitative finance, including exercises and worked solutions. It emphasizes instruction and technique in covering the essential topics for a quantitative finance survey course: portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, and the empirical behavior of prices. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 180.80
US$ 19.81 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: Ubiquity Trade, Miami, FL, U.S.A.Ubiquity Trade
Contact seller4-star sellerCondition: New
US$ 214.66
US$ 3.00 shippingShips within U.S.A.Quantity: Over 20 available
Condition: New. Brand new! Please provide a physical shipping address.
- Hardcover
- First Edition
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
Contact seller5-star sellerCondition: New
US$ 211.23
US$ 12.04 shippingShips from Ireland to U.S.A.Quantity: 15 available
Condition: New. This book presents a course in quantitative finance, including exercises and worked solutions. It emphasizes instruction and technique in covering the essential topics for a quantitative finance survey course: portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, and the empirical…behavior of prices. Num Pages: 402 pages, Illustrations. BIC Classification: KFF; PB. Category: (P) Professional & Vocational. Dimension: 236 x 162 x 23. Weight in Grams: 688. . 2009. 1st Edition. Hardcover. . . . .
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 203.33
US$ 19.81 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Condition: New.
- Hardcover
- First Edition
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
Contact seller5-star sellerCondition: New
US$ 203.35
US$ 48.87 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Hardcover. Condition: new. Hardcover. A rigorous, yet accessible, introduction to essential topics in mathematical finance Presented as a course on the topic, Quantitative Finance traces the evolution of financial theory and provides an overview of core topics associated with financial investments. With its thorough explanations… and use of real-world examples, this book carefully outlines instructions and techniques for working with essential topics found within quantitative finance including portfolio theory, pricing of derivatives, decision theory, and the empirical behavior of prices. The author begins with introductory chapters on mathematical analysis and probability theory, which provide the needed tools for modeling portfolio choice and pricing in discrete time. Next, a review of the basic arithmetic of compounding as well as the relationships that exist among bond prices and spot and forward interest rates is presented.? Additional topics covered include: Dividend discount models Markowitz mean-variance theory The Capital Asset Pricing Model Static?portfolio theory based on the expected-utility paradigm Familiar probability models for marginal distributions of returns and the dynamic behavior of security prices The final chapters of the book delve into the paradigms of pricing and present the application of martingale pricing in advanced models of price dynamics. Also included is a step-by-step discussion on the use of Fourier methods to solve for arbitrage-free prices when underlying price dynamics are modeled in realistic, but complex ways. Throughout the book, the author presents insight on current approaches along with comments on the unique difficulties that exist in the study of financial markets. These reflections illustrate the evolving nature of the financial field and help readers develop analytical techniques and tools to apply in their everyday work. Exercises at the end of most chapters progress in difficulty, and selected worked-out solutions are available in the appendix. In addition, numerous empirical projects utilize MATLAB and Minitab to demonstrate the mathematical tools of finance for modeling the behavior of prices and markets. Data sets that accompany these projects can be found via the book's FTP site. Quantitative Finance is an excellent book for courses in quantitative finance or financial engineering at the upper-undergraduate and graduate levels. It is also a valuable resource for practitioners in related fields including engineering, finance, and economics. This book presents a course in quantitative finance, including exercises and worked solutions. It emphasizes instruction and technique in covering the essential topics for a quantitative finance survey course: portfolio theory, decision theory, pricing of primary assets, pricing of derivatives, and the empirical behavior of prices. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
