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9783540423331 - Weak Convergence of Financial Markets: with 8 Figures and 1 Table Springer Finance by Prigent, Jean-luc (17 results)
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Weak Convergence of Financial Markets
Book 11 of 53: Springer FinanceSeller: Phatpocket Limited, Waltham Abbey, HERTS, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. Your purchase helps support Sri Lankan Children's Charity 'The Rainbow Centre'. Ex-library, so some stamps and wear, but in good overall condition. Our donations to The Rainbow Centre have helped provide an education and a safe haven to hundreds of children who live in appalling conditions.
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Weak Convergence of Financial Markets (Springer Finance)
Book 11 of 53: Springer FinanceLanguage: English
Published by Berlin, Heidelberg, New York: Springer-Verlag, 2003
ISBN 10: 3540423338 ISBN 13: 9783540423331
Condition: Sehr gut. XIV, 422 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 756 gebundene Ausgabe gebundene Ausgabe.
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Weak convergence of financial markets
Book 11 of 53: Springer FinanceLanguage: English
Published by Springer Verlag Gmbh & Co. Kg, Berlin, 2003
ISBN 10: 3540423338 ISBN 13: 9783540423331
TAPA DURA. Condition: New.
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Condition: Sehr gut. Zustand: Sehr gut | Seiten: 442 | Sprache: Englisch | Produktart: Bücher | A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.
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Weak Convergence of Financial Markets
Book 11 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 137.84
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Condition: New.
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hardcover. Condition: Very Good. In fine condition, with some shelf-wear on the cover, clean pages.
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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Condition: New. pp. 444.
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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.
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Weak Convergence of Financial Markets / Jean-Luc Prigent
Book 11 of 53: Springer FinanceSeller: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, Germany
Seller rating 5 out of 5 stars
Hardcover. Condition: gut. 2003. Weak Convergence of Financial Markets In deutscher Sprache. pages.
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Weak Convergence of Financial Markets
Book 11 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg Mai 2003, 2003
ISBN 10: 3540423338 ISBN 13: 9783540423331
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems, which include portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed. Includes detailed examples. 442 pp. Englisch.
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Weak Convergence of Financial Markets
Book 11 of 53: Springer FinanceLanguage: English
Published by Springer Berlin Heidelberg, 2003
ISBN 10: 3540423338 ISBN 13: 9783540423331
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Brief review of stochastic processes theorySynthesis about all methods to prove weak convergenceDetailed examplesA comprehensive overview of weak convergence of stochastic processes and its application to the study of financial mark.
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Weak Convergence of Financial Markets
Book 11 of 53: Springer FinanceLanguage: English
Published by Springer, Springer Spektrum Mai 2003, 2003
ISBN 10: 3540423338 ISBN 13: 9783540423331
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -A comprehensive overview of weak convergence of stochastic processes and its application to the study of financial markets. Split into three parts, the first recalls the mathematics of stochastic processes and stochastic calculus with special emphasis on contiguity properties and weak convergence of stochastic integrals. The second part is devoted to the analysis of financial theory from the convergence point of view. The main problems such as portfolio optimization, option pricing and hedging are examined, especially when considering discrete-time approximations of continuous-time dynamics. The third part deals with lattice- and tree-based computational procedures for option pricing both on stocks and stochastic bonds. More general discrete approximations are also introduced and detailed.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 442 pp. Englisch.
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Condition: New. Print on Demand pp. 444 Illus.
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Condition: New. PRINT ON DEMAND pp. 444.
