Lesniewski Andrew (10 results)
Language: English
Published by Cambridge University Press, 2022
- Softcover
Seller: Emerald Green Media, Simi Valley, CA, U.S.A.Emerald Green Media
Contact seller5-star sellerCondition: Used - Very good
£ 11.45
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paperback. Condition: Very Good. Clean Copy, May have light wear on cover/edges, otherwise very good! Established Seller, We Ship Daily.
Published by Cambridge University Press
- Softcover
Seller: Academic Book Solutions, Medford, NY, U.S.A.Academic Book Solutions
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£ 11.44
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Add to basketpaperback. Condition: LikeNew. Used Like New, no missing pages, no damage to binding, may have a remainder mark.
Language: English
Published by Cambridge University Press, 2022
- Softcover
Seller: California Books, Miami, FL, U.S.A.California Books
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£ 23.67
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Condition: New.
Language: English
Published by Cambridge University Press, GB, 2022
- Softcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
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£ 24.46
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Paperback. Condition: New. In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for buil…ding option valuation models. They start with an informal review of Girsanov's theorem, followed by a brief summary of the basic concepts of the arbitrage free pricing, and the technique of change of numeraire. This is followed by a number of applications of the change of numeraire technique including interest rate models, FX quanto adjustments, credit risk modeling, mortgage backed securities, and CMS rates.
Language: English
Published by Cambridge University Press, 2022
- Softcover
Seller: MusicMagpie, Stockport, United KingdomMusicMagpie
Contact seller5-star sellerCondition: Used - Very good
£ 19.99
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Condition: Very Good. Dust Jacket Condition: 48147654. 1785922627. 8/5/2026 9:37:07 AM.
Language: English
Published by Cambridge University Press, 2022
- Softcover
Seller: Ria Christie Collections, Uxbridge, United KingdomRia Christie Collections
Contact seller5-star sellerCondition: New
£ 21.70
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Condition: New. In.
Language: English
Published by Cambridge University Press, 2022
- Softcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
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£ 32.79
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Condition: New.
Language: English
Published by Cambridge University Press, GB, 2022
- Softcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
Contact seller5-star sellerCondition: New
£ 21.35
£ 65.00 shippingShips from United Kingdom to U.S.A.Quantity: Over 20 available
Paperback. Condition: New. In this Element the authors review the technique of the change of numeraire in the martingale approach to option pricing. Their intention is to present a reader friendly explanation of the technique itself, and illustrate how it is applied in various fields of quantitative finance as the basis for buil…ding option valuation models. They start with an informal review of Girsanov's theorem, followed by a brief summary of the basic concepts of the arbitrage free pricing, and the technique of change of numeraire. This is followed by a number of applications of the change of numeraire technique including interest rate models, FX quanto adjustments, credit risk modeling, mortgage backed securities, and CMS rates.
Language: English
Published by Cambridge University Press, 2022
- Softcover
- Print on Demand
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 30.32
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Condition: New. Print on Demand.
Language: English
Published by Cambridge University Press, 2022
- Softcover
- Print on Demand
Seller: Biblios, frankfurt am main, HESSE, GermanyBiblios
Contact seller4-star sellerCondition: New
£ 32.34
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Condition: New. PRINT ON DEMAND.
