Crepey Stephane (70 results)
- Hardcover
Seller: YourTechBooks, Bala Cynwyd, PA, U.S.A.YourTechBooks
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£ 40.36
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Hardcover. Condition: Very Good. Used, like-new, tight spine, no markings, from smoke-free environment.
Paris-Princeton Lectures on Mathematical Finance 2010
Cousin, Areski; Crepey, Stephane; Gueant, Olivier; Hobson, David; Jeanblanc, Monique
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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- Hardcover
Seller: The Happy Book Stack, Murfreesboro, TN, U.S.A.The Happy Book Stack
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£ 50.92
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Condition: good. Book may have little to no writing and or underlining inside, and is in overall good condition. Cover may have some cosmetic wear. Fast shipping.
- Hardcover
Seller: HPB-Red, Dallas, TX, U.S.A.HPB-Red
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£ 48.53
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hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
Paris-Princeton Lectures on Mathematical Finance 2010
Cousin, Areski; Crepey, Stephane; Gueant, Olivier; Hobson, David; Jeanblanc, Monique
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 53.97
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Chapman and Hall/CRC 2020-12-18, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: Chiron Media, Wallingford, United KingdomChiron Media
Contact seller5-star sellerCondition: New
£ 50.28
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Paperback. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 7-8 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.
- Hardcover
Seller: Books From California, Simi Valley, CA, U.S.A.Books From California
Contact seller4-star sellerCondition: Used - Very good
£ 56.08
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hardcover. Condition: Very Good. Cover and edges may have some wear.
Language: English
Published by Routledge, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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£ 57.97
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- Softcover
Seller: Books Puddle, Woodside, NY, U.S.A.Books Puddle
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£ 57.66
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Condition: New. pp. 459.
Language: English
Published by Routledge, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
£ 59.46
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 56.02
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Condition: New. pp. 459.
- Softcover
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
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£ 56.76
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Condition: New. pp. 459.
Paris-Princeton Lectures on Mathematical Finance 2010
Cousin, Areski; Crepey, Stephane; Gueant, Olivier; Hobson, David; Jeanblanc, Monique
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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£ 50.28
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Condition: New.
Paris-Princeton Lectures on Mathematical Finance 2010 (Lecture Notes in Mathematics, 2003)
Cousin, Areski; Crépey, Stéphane; Guéant, Olivier; Hobson, David; Jeanblanc, Monique; Lasry, Jean-Michel; Laurent, Jean-Paul; Lions, Pierre-Louis; Tankov, Peter
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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£ 55.95
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Condition: New. In English.
Language: English
Published by Routledge, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 62.47
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Condition: New.
Language: English
Published by Routledge, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Condition: New.
Language: English
Published by Routledge, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
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£ 71.40
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Condition: New.
Language: English
Published by Taylor & Francis Ltd, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: THE SAINT BOOKSTORE, Southport, United KingdomTHE SAINT BOOKSTORE
Contact seller5-star sellerCondition: New
£ 57.99
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Paperback / softback. Condition: New. New copy - Usually dispatched within 4 working days.
Paris-Princeton Lectures on Mathematical Finance 2010
Cousin, Areski; Crepey, Stephane; Gueant, Olivier; Hobson, David; Jeanblanc, Monique
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 55.97
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Routledge, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
£ 58.44
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Condition: As New. Unread book in perfect condition.
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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£ 66.10
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Condition: New. In English.
Language: English
Published by Routledge, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: Books Puddle, Woodside, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 79.72
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Condition: New. 1st edition NO-PA16APR2015-KAP.
Language: English
Published by Routledge, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
£ 73.71
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Condition: New. In English.
Language: English
Published by Routledge, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
£ 79.36
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Condition: New.
Language: English
Published by Springer Berlin Heidelberg, 2015
Series: Book 44 of 53 - Springer Finance
- Softcover
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 48.54
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Condition: New.
Language: English
Published by CRC Press, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: moluna, Greven, Germanymoluna
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£ 49.45
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Einband - flex.(Paperback). Condition: New.
- Softcover
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
£ 66.37
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Backward stochastic differential equations (BSDEs) provide a general mathematical framework for solving pricing and risk management questions of financial derivatives. They are of growing importance for nonlinear pricing problems such as CVA computations that have been developed since the crisis. Although BSDEs are well known to academics, they are less familiar to practitioners in the financial industry. In order to fill this gap, this book revisits financial modeling and computational finance from a BSDE perspective, presenting a unified view of the pricing and hedging theory across all asset classes. It also contains a review of quantitative finance tools, including Fourier techniques, Monte Carlo methods, finite differences and model calibration schemes. With a view to use in graduate courses in computational finance and financial modeling, corrected problem sets and Matlab sheets have been provided. Stéphane Crépey's book starts with a few chapters on classical stochastic processes material, and then. fasten your seatbelt. the author starts traveling backwards in time through backward stochastic differential equations (BSDEs). This does not mean that one has to read the book backwards, like a manga! Rather, the possibility to move backwards in time, even if from a variety of final scenarios following a probability law, opens a multitude of possibilities for all those pricing problems whose solution is not a straightforward expectation. For example, this allows for framing problems like pricing with credit and funding costs in a rigorous mathematical setup. This is, as far as I know, the first book written for several levels of audiences, with applications to financial modeling and using BSDEs as one of the main tools, and as the song says: 'it's never as good as the first time'.Damiano Brigo, Chair of Mathematical Finance, Imperial College LondonWhile the classical theory of arbitrage free pricinghas matured, and is now well understood and used by the finance industry, the theory of BSDEs continues to enjoy a rapid growth and remains a domain restricted to academic researchers and a handful of practitioners. Crépey's book presents this novel approach to a wider community of researchers involved in mathematical modeling in finance. It is clearly an essential reference for anyone interested in the latest developments in financial mathematics. Marek Musiela, Deputy Director of the Oxford-Man Institute of Quantitative Finance.…
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
£ 84.15
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Condition: New. In English.
Language: English
Published by Taylor & Francis, 2020
Series: Book 26 of 71 - Chapman and Hall/CRC Financial Mathematics
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
£ 90.22
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Paperback. Condition: Brand New. 388 pages. 10.00x7.01x0.67 inches. In Stock.
Language: English
Published by Springer Berlin Heidelberg, 2013
Series: Book 44 of 53 - Springer Finance
- Hardcover
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
£ 63.44
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Gebunden. Condition: New.
