9783540423331 - Weak Convergence of Financial Markets by Prigent, Jean-luc (15 results)
Language: English
Published by Berlin, Heidelberg, New York: Springer-Verlag, 2003
Series: Book 11 of 53 - Springer Finance
- Hardcover
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Condition: Sehr gut. XIV, 422 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache:… Englisch Gewicht in Gramm: 756 gebundene Ausgabe gebundene Ausgabe.
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Condition: New. pp. 444.
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on…contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.
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Hardcover. Condition: gut. 2003. Weak Convergence of Financial Markets In deutscher Sprache. pages.
Language: English
Published by Springer Berlin Heidelberg Mai 2003, 2003
Series: Book 11 of 53 - Springer Finance
- Hardcover
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Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with spec…ial emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems, which include portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed. Includes detailed examples. 442 pp. Englisch.
Language: English
Published by Springer Berlin Heidelberg, 2003
Series: Book 11 of 53 - Springer Finance
- Hardcover
- Print on Demand
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Brief review of stochastic processes theorySynthesis about all methods to prove weak convergenceDetailed examplesA comprehensive overview of weak convergence of stochastic processes and its application to the study of… financial mark.
Language: English
Published by Springer, Springer Spektrum Mai 2003, 2003
Series: Book 11 of 53 - Springer Finance
- Hardcover
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Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special…emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 442 pp. Englisch.
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Condition: New. Print on Demand pp. 444 Illus.
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Condition: New. PRINT ON DEMAND pp. 444.
