Bernard Roynette (41 results)
Ecole d'eté de probabilités de Saint-Flour VII-1977. Lecture notes in mathematics, vol.678.
Dacunha-Castelle, Didier, Herbert Heyer und Bernard Roynette:
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Broschiert. Condition: Gut. 379 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In FRANZÖSISCHER Sprache. Einband folienkaschiert. Sprache: Französisch Gewicht in Gramm: 665. …
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Gr.-8°. XII, 275 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Stamped/gestempelt. Lecture Notes in Mathematics , Vol. 1969. Sprache: Englisch.…
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Broschiert. Condition: Gut. VII, 292 S. Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In FRANZÖSISCHER Sprache. Sprache: Französisch Gewicht in Gramm: 501. …
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Softcover. Condition: Gut. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD condition, some traces of use. C-01220 3540085262 Sprache: Englisch Gewicht in Gramm: 550.
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Condition: New. pp. 294.
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Condition: New.
Language: English
Published by Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg, 2009
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Paperback. Condition: Brand New. 1st edition. 275 pages. 9.00x0.50x6.25 inches. In Stock.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Discovered in the seventies, Black-Scholes formula continues to play a central role in Mathematical Finance. We recall this formula. Let (B ,t 0; F ,t 0, P) - t t note a standard Brownian motion with B = 0, (F ,t 0) being its natural ltra- 0 t t tion. Let E := exp B ,t 0 denote the exponential martingale associated t t 2 to (B ,t 0). This martingale, also called geometric Brownian motion, is a model t to describe the evolution of prices of a risky asset. Let, for every K 0: + (t) :=E (K E ) (0.1) K t and + C (t) :=E (E K) (0.2) K t denote respectively the price of a European put, resp. of a European call, associated with this martingale. Let N be the cumulative distribution function of a reduced Gaussian variable: x 2 y 1 2 N (x) := e dy. (0.3) 2 The celebrated Black-Scholes formula gives an explicit expression of (t) and K C (t) in terms ofN : K log(K) t log(K) t (t)= KN + N (0.4) K t 2 t 2 and. …
Peacocks and Associated Martingales, With Explicit Constructions: 03 (Bocconi & Springer Series) [Hardcover] [May 24, 2011] Hirsch, Francis; Profeta, Christophe; Roynette, Bernard and Yor, Marc
Hirsch, Francis; Profeta, Christophe; Roynette, Bernard; Yor, Marc
Language: English
Published by Springer, 2011
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Language: English
Published by Springer, 2013
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Condition: New. pp. 420.
Peacocks and Associated Martingales, with Explicit Constructions: 03 (Bocconi & Springer Series)
Hirsch Francis Yor Marc Roynette Bernard Profeta Christophe F. Hirsch C. Profeta B. Roynette M. Yor
Language: English
Published by Springer, 2011
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Condition: New. pp. xxxi + 384 2011th edition.
Peacocks and Associated Martingales, With Explicit Constructions
Hirsch, Francis/ Profeta, Christophe/ Roynette, Bernard/ Yor, Marc
Language: English
Published by Springer Verlag, 2013
- Softcover
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Paperback. Condition: Brand New. 2011 edition. 450 pages. 9.13x6.22x0.94 inches. In Stock.
Peacocks and Associated Martingales, With Explicit Constructions
Hirsch, Francis/ Profeta, Christophe/ Roynette, Bernard/ Yor, Marc
Language: English
Published by Springer Verlag, 2011
- Hardcover
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Peacocks and Associated Martingales, with Explicit Constructions (Bocconi & Springer Series)
Hirsch, Francis, Profeta, Christophe, Roynette, Bernard, Yor
Language: English
Published by Springer, 2013
- Softcover
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Kartoniert / Broschiert. Condition: New. aux Marches Aleatoires.- Marches Aleatoires sur le Groupe de Deplacements de Rd.- Marches Aleatoires sur les Groupes Nilpotents.- Marches Aleatoires sur les Groupes Resolubles.- Caracterisation de Certaines Classes de Groupes de Lie Recurrents.- Marches Ale.
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Condition: new. Questo è un articolo print on demand.
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PF. Condition: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.
