Hurtig levering
Fremragende Trustpilot
Op til 20% Rabat på nye medlemsordrer
Kurv
Introduction to Stochastic Calculus Applied to Finance
SPAR
kr 161
Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.

New to the Second Edition
  • Complements on discrete models, including Rogers'' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets
  • Discussions on local volatility, Dupire''s formula, the change of numéraire techniques, forward measures, and the forward Libor model
  • A new chapter on credit risk modeling
  • An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategies
  • Additional exercises and problems

    Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.
  • Eksklusiv medlemspris 796 kr
    Medlemspris 812 kr
    Eksklusiv medlemspris og medlemspris er kun for medlemmer. Du bliver automatisk medlem når du køber til eksklusiv medlemspris eller medlemspris. Få 7 dages gratis medlemskab (herefter automatisk 89 kr/30 dage). Læs mere om fordelene
    Gratis fragt
    23 - 25 hverdage
    10 kr
    Lavt pakkegebyr
    Normalpris 957 kr
    Fragt: 59 kr
    23 - 25 hverdage
    20 kr
    Pakkegebyr
    Spar 161 kr
    Se vores konkurrenters priser her
    God 15.849 anmeldelser på
    Since the publication of the first edition of this book, the area of mathematical finance has grown rapidly, with financial analysts using more sophisticated mathematical concepts, such as stochastic integration, to describe the behavior of markets and to derive computing methods. Maintaining the lucid style of its popular predecessor, Introduction to Stochastic Calculus Applied to Finance, Second Edition incorporates some of these new techniques and concepts to provide an accessible, up-to-date initiation to the field.

    New to the Second Edition
  • Complements on discrete models, including Rogers'' approach to the fundamental theorem of asset pricing and super-replication in incomplete markets
  • Discussions on local volatility, Dupire''s formula, the change of numéraire techniques, forward measures, and the forward Libor model
  • A new chapter on credit risk modeling
  • An extension of the chapter on simulation with numerical experiments that illustrate variance reduction techniques and hedging strategies
  • Additional exercises and problems

    Providing all of the necessary stochastic calculus theory, the authors cover many key finance topics, including martingales, arbitrage, option pricing, American and European options, the Black-Scholes model, optimal hedging, and the computer simulation of financial models. They succeed in producing a solid introduction to stochastic approaches used in the financial world.
  • Produktdetaljer
    Sprog: Engelsk
    Sider: 254
    ISBN-13: 9781584886266
    Indbinding: Hardback
    Udgave:
    ISBN-10: 1584886269
    Kategori: Regning
    Udg. Dato: 30 nov 2007
    Længde: 19mm
    Bredde: 244mm
    Højde: 165mm
    Oplagsdato: 30 nov 2007
    Forfatter(e) Damien Lamberton, Bernard Lapeyre, Damien (Universite de Marne-la-Vallee Lamberton, Bernard (Ecole Nationale des Ponts et Chaussees Lapeyre, Bernard (Ecole Nationale des Ponts Chaussees Lapeyre


    Kategori Regning


    Sprog Engelsk


    Indbinding Hardback


    Sider 254


    Udgave


    Længde 19mm


    Bredde 244mm


    Højde 165mm


    Udg. Dato 30 nov 2007


    Oplagsdato 30 nov 2007

    MEDLEMSFORDELE
    GRATIS FRAGT
    SPAR OP TIL 90%
    Andre har også købt
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 271

    kr 315
    Normalpris
    kr 275
    Medlemspris
    SPAR
    kr 44
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 329

    kr 499
    Normalpris
    kr 346
    Medlemspris
    SPAR
    kr 170
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 300

    kr 449
    Normalpris
    kr 315
    Medlemspris
    SPAR
    kr 149
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 334

    kr 399
    Normalpris
    kr 341
    Medlemspris
    SPAR
    kr 65
    BOG (ANDET)
    Eksklusiv medlemspris kr 634

    kr 799
    Normalpris
    kr 651
    Medlemspris
    SPAR
    kr 165
    BOG (ANDET)
    Eksklusiv medlemspris kr 784

    kr 999
    Normalpris
    kr 806
    Medlemspris
    SPAR
    kr 215
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 150

    kr 199
    Normalpris
    kr 155
    Medlemspris
    SPAR
    kr 49
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 252

    kr 317
    Normalpris
    kr 259
    Medlemspris
    SPAR
    kr 65
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 189

    kr 280
    Normalpris
    kr 198
    Medlemspris
    SPAR
    kr 91
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 208

    kr 299
    Normalpris
    kr 217
    Medlemspris
    SPAR
    kr 91
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 380

    kr 499
    Normalpris
    kr 392
    Medlemspris
    SPAR
    kr 119
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 214

    kr 320
    Normalpris
    kr 225
    Medlemspris
    SPAR
    kr 106
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 203

    kr 300
    Normalpris
    kr 213
    Medlemspris
    SPAR
    kr 97
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 220

    kr 320
    Normalpris
    kr 230
    Medlemspris
    SPAR
    kr 100
    LYDBOG
    Eksklusiv medlemspris kr 95

    kr 129
    Normalpris
    kr 98
    Medlemspris
    SPAR
    kr 34
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 183

    kr 270
    Normalpris
    kr 192
    Medlemspris
    SPAR
    kr 87
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 262

    kr 349
    Normalpris
    kr 271
    Medlemspris
    SPAR
    kr 87
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 172

    kr 250
    Normalpris
    kr 180
    Medlemspris
    SPAR
    kr 78
    BOG (HÆFTET)
    Eksklusiv medlemspris kr 188

    kr 269
    Normalpris
    kr 196
    Medlemspris
    SPAR
    kr 81
    BOG (INDBUNDET)
    Eksklusiv medlemspris kr 919

    kr 1.499
    Normalpris
    kr 977
    Medlemspris
    SPAR
    kr 580
    Vi anbefaler også
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 437

    kr 495
    Normalpris
    kr 443
    Medlemspris
    SPAR
    kr 58
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 485

    kr 619
    Normalpris
    kr 498
    Medlemspris
    SPAR
    kr 134
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 858

    kr 1.036
    Normalpris
    kr 876
    Medlemspris
    SPAR
    kr 178
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 901

    kr 1.092
    Normalpris
    kr 920
    Medlemspris
    SPAR
    kr 191
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 901

    kr 1.092
    Normalpris
    kr 920
    Medlemspris
    SPAR
    kr 191
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 901

    kr 1.092
    Normalpris
    kr 920
    Medlemspris
    SPAR
    kr 191
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 583

    kr 709
    Normalpris
    kr 596
    Medlemspris
    SPAR
    kr 126
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 437

    kr 495
    Normalpris
    kr 443
    Medlemspris
    SPAR
    kr 58
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 437

    kr 495
    Normalpris
    kr 443
    Medlemspris
    SPAR
    kr 58
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 437

    kr 495
    Normalpris
    kr 443
    Medlemspris
    SPAR
    kr 58
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 682

    kr 810
    Normalpris
    kr 695
    Medlemspris
    SPAR
    kr 128
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 569

    kr 664
    Normalpris
    kr 579
    Medlemspris
    SPAR
    kr 95
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 656

    kr 777
    Normalpris
    kr 668
    Medlemspris
    SPAR
    kr 121
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 884

    kr 1.070
    Normalpris
    kr 903
    Medlemspris
    SPAR
    kr 186
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 726

    kr 867
    Normalpris
    kr 740
    Medlemspris
    SPAR
    kr 141
    BOG (HARDBACK)
    Eksklusiv medlemspris kr 928

    kr 1.126
    Normalpris
    kr 948
    Medlemspris
    SPAR
    kr 198
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 595

    kr 698
    Normalpris
    kr 605
    Medlemspris
    SPAR
    kr 103
    BOG (PAPERBACK)
    Eksklusiv medlemspris kr 621

    kr 732
    Normalpris
    kr 632
    Medlemspris
    SPAR
    kr 111