James a Primbs (30 results)

Paperback. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 7-8 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

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Paperback. Condition: Brand New. 1st edition. 294 pages. 10.00x7.00x0.75 inches. In Stock.

Taschenbuch. Condition: Neu. A Factor Model Approach to Derivative Pricing | James A. Primbs | Taschenbuch | Einband - flex.(Paperback) | Englisch | 2016 | Chapman and Hall/CRC | EAN 9781498763325 | Verantwortliche Person für die EU: Taylor and Francis, Taylor & Francis Verlag Gmbh, Kaufingerstr 24, 80331 München, gpsr[at]taylorandfrancis[dot]com | Anbieter: preigu. …

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Gebunden. Condition: New. James A. Primbs holds undergraduate degrees in Mathematics and Electrical Engineering from UC Davis, an MS degree in Electrical Engineering from Stanford, and a PhD in Control and Dynamical System from Caltech. From 2001-2012 he served as an Assistant and t.

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Buch. Condition: Neu. Neuware.

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PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

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.

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models, including equity, interest-rate, and credit derivatives, as well as hedging and tree-based computational methods, but without reliance on the heavy prerequisites that often accompany such topics. Whether being used as text for an intermediate level course in derivatives, or by researchers and practitioners who are seeking a better understanding of the fundamental ideas that underlie derivative pricing, readers will appreciate the book's ability to unify many disparate topics and models under a single conceptual theme. 296 pp. Englisch.…

Paperback / softback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 577.

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. James A. Primbs holds undergraduate degrees in Mathematics and Electrical Engineering from UC Davis, an MS degree in Electrical Engineering from Stanford, and a PhD in Control and Dynamical System from Caltech. From 2001-2012 he served as an Assistant an.…

Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Written in a highly accessible style, A Factor Model Approach to Derivative Pricing lays a clear and structured foundation for the pricing of derivative securities based upon simple factor model related absence of arbitrage ideas. This unique and unifying approach provides for a broad treatment of topics and models, including equity, interest-rate, and credit derivatives, as well as hedging and tree-based computational methods, but without reliance on the heavy prerequisites that often accompany such topics. Whether being used as text for an intermediate level course in derivatives, or by researchers and practitioners who are seeking a better understanding of the fundamental ideas that underlie derivative pricing, readers will appreciate the book's ability to unify many disparate topics and models under a single conceptual theme.…