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Bernard Roynette (42 results)
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Penalising Brownian Paths.
Seller: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Germany
Association Member: GIAQ ILAB VDA
Seller rating 4 out of 5 stars
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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Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Condition: Neuf.
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Marches aléatoires sur les groupes de Lie. Lecture notes in mathematics, 624
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germany
Seller rating 5 out of 5 stars
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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Condition: Used. pp. 298.
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Condition: Used. pp. 298 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Condition: Used. pp. 298.
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Condition: As New. Unread book in perfect condition.
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Softcover. 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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Marches Aleatoires sur les Groupes de Lie (Lecture Notes in Mathematics) (French Edition)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 32.38
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Paperback. Condition: New.
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Penalising Brownian Paths (Lecture Notes in Mathematics, 1969)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 50.80
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Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance Lecture Notes)
Book 36 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 50.80
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Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae (Springer Finance)
Book 36 of 53: Springer Finance£ 47.71
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PF. Condition: New.
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Option Prices As Probabilities : A New Look at Generalized Black-Scholes Formulae
Book 36 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Condition: New. pp. 294.
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Option Prices As Probabilities : A New Look at Generalized Black-Scholes Formulae
Book 36 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
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Penalising Brownian Paths
Language: English
Published by Springer-Verlag Berlin And Heidelberg Gmbh & Co. Kg, 2009
ISBN 10: 3540896988 ISBN 13: 9783540896982
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.
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Peacocks and Associated Martingales, with Explicit Constructions (Bocconi & Springer Series)
Book 3 of 9: Bocconi & Springer SeriesSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 96.88
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Peacocks and Associated Martingales, with Explicit Constructions (Bocconi & Springer Series)
Book 3 of 9: Bocconi & Springer SeriesSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 96.88
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Condition: New. pp. 420.
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Condition: New. pp. xxxi + 384 2011th edition.
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Paperback. Condition: Brand New. 2011 edition. 450 pages. 9.13x6.22x0.94 inches. In Stock.
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Hardcover. Condition: Brand New. 430 pages. 9.13x5.91x0.94 inches. In Stock.
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Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Condition: new. Questo è un articolo print on demand.
