Walden Johan (36 results)
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Hardcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Hardcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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US$ 73.21
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Language: English
Published by Springer, 2015
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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US$ 68.38
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Condition: New. In.
Language: English
Published by Springer 2015-06-30, 2015
- Softcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
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US$ 65.66
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Paperback. Condition: New.
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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US$ 82.86
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Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 73.19
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Condition: New.
Language: English
Published by Springer, 2015
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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US$ 87.64
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Condition: New. pp. 119.
- Hardcover
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
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US$ 84.97
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Condition: new.
- Hardcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
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US$ 96.25
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Hardback. Condition: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by… what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.
Language: English
Published by Springer Verlag, 2015
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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US$ 88.38
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Paperback. Condition: Brand New. 2015 edition. 190 pages. 9.00x6.00x0.50 inches. In Stock.
- Hardcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
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US$ 84.63
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hardcover. Condition: New.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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US$ 86.37
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Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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US$ 97.31
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Condition: New.
- Hardcover
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
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US$ 108.95
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Hardback. Condition: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by… what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.
- Hardcover
Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
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US$ 90.71
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Hardback. Condition: New. New copy - Usually dispatched within 4 working days.
- Hardcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
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US$ 101.71
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Condition: New. 2026. hardcover. . . . . .
Language: English
Published by Princeton University Press, New Jersey, 2026
- Hardcover
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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US$ 116.87
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Hardcover. Condition: new. Hardcover. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance.This book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it i…s grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterise the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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US$ 105.47
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Hardcover. Condition: Brand New. 448 pages. 10.00x8.00x10.00 inches. In Stock.
- Hardcover
Seller: Speedyhen, Hertfordshire, United KingdomSpeedyhen
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US$ 74.36
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Condition: NEW.
- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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US$ 124.87
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Condition: New.
- Hardcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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US$ 120.54
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Condition: New. 2026. hardcover. . . . . . Books ship from the US and Ireland.
- Hardcover
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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US$ 129.23
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Condition: New.
- Hardcover
Seller: Russell Books, Victoria, BC, CanadaRussell Books
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US$ 121.13
US$ 19.99 shippingShips from Canada to U.S.A.Quantity: 4 available
hardcover. Condition: New. Special order direct from the distributor.
Language: English
Published by Princeton University Press, New Jersey, 2026
- Hardcover
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
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US$ 94.22
US$ 49.78 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Hardcover. Condition: new. Hardcover. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance.This book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it i…s grounded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterise the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative finance. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
- Hardcover
Seller: moluna, Greven, Germanymoluna
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US$ 97.20
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Condition: New.
- Hardcover
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contact seller5-star sellerCondition: New
US$ 114.69
US$ 50.00 shippingShips within U.S.A.Quantity: 1 available
Hardback. Condition: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by… what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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US$ 154.84
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Hardcover. Condition: Brand New. 448 pages. 10.00x8.00x10.00 inches. In Stock.
- Hardcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
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US$ 103.87
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Buch. Condition: Neu. Neuware - A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is groun…ded by what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.- Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choice- Part II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time finance- Part III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theorem- An appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.
- Hardcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
Contact seller5-star sellerCondition: New
US$ 92.54
US$ 87.46 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Hardback. Condition: New. A graduate-level, mathematically rigorous introduction to the tools, methods, and approaches used in contemporary quantitative financeThis book offers a theory-oriented introduction to investments, asset pricing, and derivatives. Designed for a quantitative master's program in finance, it is grounded by… what works in the classroom. Presenting its topics in a unified, self-contained framework, the book is specifically appropriate for courses in asset pricing and derivatives pricing but may also be used for courses in investments, asset management, and portfolio management. Students will learn how to make decisions under uncertainty and over time, how to choose an investment portfolio, and how to characterize the prices and returns of financial assets in equity, bond, and derivative markets. The book focuses on a number of classical models and theories in quantitative finance and covers selected advanced and newer topics in its final section. Proofs and in-depth theoretical results within quantitative finance appear throughout the book along with examples and end-of-chapter exercises to facilitate and support the learning process.Part I covers the capital asset pricing model, the Lucas model, the static Arrow-Debreu model, consumption-based asset pricing, and the arbitrage pricing theory, and introduces preliminary theories of decision-making and portfolio choicePart II covers no-arbitrage theory, with applications to derivatives and bond markets, beginning with a static economy and then gradually moving to the continuous-time setting; it includes the advanced mathematical tools needed for continuous-time financePart III covers selected advanced and newer topics, including equilibrium models in continuous time, the variance gamma option pricing model, and the Ross recovery theoremAn appendix presents mathematical concepts and results from set theory, topology, linear algebra, matrix theory, and analysis.
