Teichmann Josef (36 results)

Condition: New.

Hardback. Condition: New.

Condition: As New. Unread book in perfect condition.

Condition: As New. Unread book in perfect condition.

Condition: New.

Hardcover. Condition: Brand New. 320 pages. 10.26x8.26x0.98 inches. In Stock.

Condition: Neuf.

kart. 66 S. : graph. Darst. ; 21 cm Guter Zustand. Leseseiten sind sauber und ohne Markierungen. Ausgeschiedenes Bibliotheksexemplar mit den üblichen Kennzeichnungen. Buch weist leichte Lagerspuren auf. Sonst gutes Exemplar. 9783894292836 Sprache: Deutsch Gewicht in Gramm: 1000.

Hardback. Condition: New.

Condition: New.

Condition: New.

Condition: New.

Condition: New. In English.

Condition: New. In English.

Taschenbuch. Condition: Neu. Large Deviations and Asymptotic Methods in Finance | Peter K. Friz (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | ix | Englisch | 2016 | Springer | EAN 9783319385129 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.…

Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry.…

Condition: New. 450.

Paperback. Condition: Brand New. reprint edition. 599 pages. 9.25x6.10x1.42 inches. In Stock.

Hardcover. Condition: Brand New. 2015 edition. 450 pages. 9.25x6.25x1.50 inches. In Stock.

Condition: As New. Unread book in perfect condition.

Hardcover. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Condition: As New. Unread book in perfect condition.

Condition: As New. Unread book in perfect condition.

Condition: Good. Taschenbuch. Zustandsangabe altersgemäß. Sofortversand aus Deutschland. Artikel wiegt maximal 1000g. In Folie gebunden. Bibliotheksexemplar mit Stempel und Kleber. 195 Seiten. broschiert, Fußschnitt mit Stempel, teilweise in englischer Sprache.

Condition: new. Questo è un articolo print on demand.

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry. 600 pp. Englisch.…

Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Topics covered in this volume (large deviations, differential geometry, asymptotic expansions, central limit theorems) give a full picture of the current advances in the application of asymptotic methods in mathematical finance, and thereby provide rigorous solutions to important mathematical and financial issues, such as implied volatility asymptotics, local volatility extrapolation, systemic risk and volatility estimation. This volume gathers together ground-breaking results in this field by some of its leading experts.Over the past decade, asymptotic methods have played an increasingly important role in the study of the behaviour of (financial) models. These methods provide a useful alternative to numerical methods in settings where the latter may lose accuracy (in extremes such as small and large strikes, and small maturities), and lead to a clearer understanding of the behaviour of models, and of the influence of parameters on this behaviour.Graduate students, researchers and practitioners will find this book very useful, and the diversity of topics will appeal to people from mathematical finance, probability theory and differential geometry. 600 pp. Englisch.…

Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Is a unique comprehensive collection of asymptotic methods and mathematical tools that covers a wide range of topicsProvides interesting applications of large deviations, differential geometry, and stochastic analysis to practical financial proble.…