Kienitz Joerg (51 results)
Language: English
Published by Palgrave Macmillan, 2018
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Language: English
Published by Palgrave Macmillan, 2018
- Softcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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£ 43.50
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Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: Solr Books, Lincolnwood, IL, U.S.A.Solr Books
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£ 39.44
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Condition: very_good. This book is in Very good condition. There may be a few flaws like shelf wear and some light wear.
- Hardcover
Seller: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germanybooks4less (Versandantiquariat Petra Gros GmbH & Co. KG)
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gebundene Ausgabe. Condition: Gut. 719 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend… gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 1350.
Language: English
Published by Palgrave Macmillan, 2018
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
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Condition: New.
Language: English
Published by Palgrave Macmillan, 2018
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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£ 40.56
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Condition: New. In.
Language: English
Published by Palgrave Macmillan, 2018
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Condition: New.
- Hardcover
Seller: BooksRun, Philadelphia, PA, U.S.A.BooksRun
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£ 57.82
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Hardcover. Condition: Very Good. 1. With dust jacket. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
Language: English
Published by Palgrave Macmillan, 2018
- Softcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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£ 44.29
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Condition: As New. Unread book in perfect condition.
Language: English
Published by MacMillan, 2018
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condition: New.
- Hardcover
- First Edition
Seller: killarneybooks, Inagh, CLARE, Irelandkillarneybooks
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£ 34.96
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Hardcover. Condition: Good. 1st Edition. Hardcover, xiii + 719 pages, NOT ex-library. Weight: 1.4kg. Yellow highlighting on 3 pages; pencil marks on one page; faint grubby yellow marks in margins of a few leaves (not affecting the readability of text). Else interior is clean and bright, free of inscriptions and stamps, firmly bo…und. Grubby yellow marks on edges of a portion of leaves externally. Edgeworn dust jacket with a tear to lower front panel. -- Contents: Introduction; I Financial Markets and Popular Models 1 Financial Markets: Data, Basics and Derivatives [Introduction and Objectives; Financial Time-Series, Statistical Properties of Market Data and Invariants; Implied Volatility Surfaces and Volatility Dynamics; Applications; General Remarks on Notation; Summary and Conclusions; Appendix: Quotes] 2 Diffusion Models [Introduction and Objectives; Local Volatility Models; Stochastic Volatility Models; Stochastic Volatility and Stochastic Rates Models; Summary and Conclusions] 3 Models with Jumps [Introduction and Objectives; Poisson Processes and Jump Diffusions; Exponential Lévy Models; Other Models; Martingale Correction; Summary and Conclusions] 4 Multi-Dimensional Models [Introduction and Objectives; Multi-Dimensional Diffusions; Multi-Dimensional Heston and SABR Models; Parameter Averaging; Markovian Projection; Copulae; Multi-Dimensional Variance Gamma Processes; Summary and Conclusions]; II Numerical Methods and Recipes 5 Option Pricing by Transform Techniques and Direct Integration [Introduction and Objectives; Fourier Transform; Carr-Madan Method; Lewis Method; Attari Method; Convolution Method; Cosine Method; Comparison, Stability and Performance; Extending the Methods to Forward Start Options; Density Recovery; Summary and Conclusions] 6 Advanced Topics Using Transform Techniques [Introduction and Objectives; Pricing Non-Standard Vanilla Options; Bermudan and American Options; Cosine Method and Barrier Options; Greeks; Summary and Conclusions] 7 Monte Carlo Simulation and Applications [Introduction and Objectives; Sampling Diffusion Processes; Special Purpose Schemes; Adding Jumps; Bridge Sampling; Libor Market Model; Multi-Dimensional Lévy Models; Copulae; Summary and Conclusions] 8 Monte Carlo Simulation: Advanced Issues [Introduction and Objectives; Monte Carlo and Early Exercise; Greeks with Monte Carlo; Euler Schemes and General Greeks; Application to Trigger Swap; Summary and Conclusions; Appendix: Trees] 9 Calibration and Optimization [Introduction and Objectives; Nelder-Mead Method; Levenberg-Marquardt Method; L-BFGS Method; SQP Method; Differential Evolution; Simulated Annealing; Summary and Conclusions] 10 Model Risk: Calibration, Pricing and Hedging [Introduction and Objectives; Calibration; Pricing Exotic Options; Hedging; Summary and Conclusions]; III Implementation, Software Design and Mathematics 11 Matlab: Basics [Introduction and Objectives; General Remarks; Matrices, Vectors and Cell Arrays; Functions and Function Handles; Toolboxes; Useful Functions and Methods; Plotting; Summary and Conclusions] 12 Matlab: Object Oriented Development [Introduction and Objectives; Matlab OO Model; A Model Class Hierarchy; A Pricer Class Hierarchy; An Optimizer Class Hierarchy; Design Patterns; Example: Calibration Engine; Example: The Libor Market Model and Greeks; Summary and Conclusions] 13 Math Fundamentals [Introduction and Objectives; Probability Theory and Stochastic Processes; Numerical Methods for Stochastic Processes; Basics on Complex Analysis; Characteristic Function and Fourier Transform; Summary and Conclusions]; List of Figures; List of Tables; Bibliography; Index.
Language: English
Published by MacMillan, 2017
- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condition: New. 150.
Language: English
Published by Palgrave Macmillan, 2018
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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Paperback. Condition: Brand New. reprint edition. 248 pages. 9.25x6.10x0.63 inches. In Stock.
- Hardcover
Seller: CONTINENTAL MEDIA & BEYOND, Ocala, FL, U.S.A.CONTINENTAL MEDIA & BEYOND
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£ 68.68
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Condition: Used: Very Good. 2009 hardcover dust jacket in Like new condition clean and crisp pages clean text only has a light mark in back of book otherwise like new 750 pages includes CD J-16.
Language: English
Published by Palgrave Macmillan, 2015
- Softcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
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£ 62.50
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Paperback. Condition: Brand New. 207 pages. 9.00x6.25x0.75 inches. In Stock.
- Hardcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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£ 71.45
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
- Hardcover
Seller: medimops, Berlin, Germanymedimops
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Condition: as new. Wie neu/Like new.
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condition: New.
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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£ 83.34
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Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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£ 71.92
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Condition: New. In English.
- Hardcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
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Condition: New. In English.
- Hardcover
Seller: Brook Bookstore On Demand, Napoli, NA, ItalyBrook Bookstore On Demand
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Condition: new.
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
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Condition: As New. Unread book in perfect condition.
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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£ 95.58
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Condition: New. pp. 734.
- Hardcover
- First Edition
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
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£ 94.73
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Condition: New. * The book enables the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. Series: Wiley Finance Series. Num Pages: 734 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 249 x 176 x 45. Weight in Grams: 13…86. . 2013. 1st Edition. Hardcover. . . . .
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
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Condition: New. pp. xxv + 750 Illus.
- Hardcover
Seller: California Books, Miami, FL, U.S.A.California Books
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- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condition: New. pp. 734.
- Hardcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condition: New. * The book enables the reader to model, design and implement a range of financial models for derivatives pricing and asset allocation. Series: Wiley Finance Series. Num Pages: 734 pages, Illustrations. BIC Classification: KFF. Category: (P) Professional & Vocational. Dimension: 249 x 176 x 45. Weight in Grams: 13…86. . 2013. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland.
