This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested ...
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This book, first published in 2000, addresses problems in financial mathematics of pricing and hedging derivative securities in an environment of uncertain and changing market volatility. These problems are important to investors from large trading institutions to pension funds. It presents mathematical and statistical tools that exploit the bursty nature of market volatility. The mathematics is introduced through examples and illustrated with simulations and the modeling approach that is described is validated and tested on market data. The material is suitable for a one semester course for graduate students who have had exposure to methods of stochastic modeling and arbitrage pricing theory in finance. It is easily accessible to derivatives practitioners in the financial engineering industry.
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Add this copy of Derivatives in Financial Markets with Stochastic to cart. $141.36, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2000 by Cambridge University Press.
Add this copy of Derivatives in Financial Markets with Stochastic to cart. $169.04, new condition, Sold by Booksplease rated 4.0 out of 5 stars, ships from Southport, MERSEYSIDE, UNITED KINGDOM, published 2000 by Cambridge University Press.
Add this copy of Derivatives in Financial Markets With Stochastic to cart. $29.21, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2000 by Cambridge University Press.
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Add this copy of Derivatives in Financial Markets With Stochastic to cart. $62.10, fair condition, Sold by Goodwill of Colorado rated 5.0 out of 5 stars, ships from COLORADO SPRINGS, CO, UNITED STATES, published 2000 by Cambridge University Press.
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Fair. This item is in overall acceptable condition. Covers and dust jackets are intact but may have heavy wear including creases, bends, edge wear, curled corners or minor tears as well as stickers or sticker-residue. Pages are intact but may have minor curls, bends or moderate to considerable highlighting/ writing. Binding is intact; however, spine may have heavy wear. Digital codes may not be included and have not been tested to be redeemable and/or active. A well-read copy overall. Please note that all items are donated goods and are in used condition. Orders shipped Monday through Friday! Your purchase helps put people to work and learn life skills to reach their full potential. Orders shipped Monday through Friday. Your purchase helps put people to work and learn life skills to reach their full potential. Thank you!
Add this copy of Derivatives in Financial Markets With Stochastic to cart. $84.50, like new condition, Sold by Griffin Books rated 5.0 out of 5 stars, ships from Stamford, CT, UNITED STATES, published 2000 by Cambridge University Press.
Add this copy of Derivatives in Financial Markets with Stochastic to cart. $137.67, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2000 by Cambridge University Press.
Add this copy of Derivatives in Financial Markets With Stochastic to cart. $31.14, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2000 by Cambridge University Press.
Add this copy of Derivatives in Financial Markets With Stochastic to cart. $77.32, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2000 by Cambridge University Press.
Add this copy of Derivatives in Financial Markets With Stochastic to cart. $86.63, new condition, Sold by GridFreed rated 4.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 2000 by Cambridge University Press.
