Thomas Wake Epps (19 results)

Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.

Condition: Very Good. 2nd Edition. Used, like-new, tight spine, no markings, from smoke-free environment.

PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.

PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.

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.…

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.

Paperback. Condition: new. New Copy. Customer Service Guaranteed.

HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.

Condition: New.

Condition: New. In.

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. Condition: Brand New. 820 pages. 9.25x6.25x2.00 inches. In Stock.

HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.

HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.

Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. KlappentextrnrnThis 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 comput.…

Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisThe Theory of Probability: Probability on Abstract Sets Probability on Sets of Real Numbers Mathematical Expectation Models for Distributions The Theory of Statistics: Sampling Distributions Asymptotic Distribution.…

Buch. Condition: Neu. PROBABILITY AND STATISTICAL THEORY FOR APPLIED RESEARCHERS | Epps Thomas Wake | Buch | Gebunden | Englisch | 2013 | World Scientific | EAN 9789814513159 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Suitable for practitioners, students in doctoral programs in economics and finance, and those in masters-level programs, this book presents techniques for valuing derivative securities. It provides tools from analysis, probability theory, the theory of stoc. …