ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer Berlin Heidelberg] Hardcover The leading reference text in the field for many years and continuously updated and expanded. Features new sections and chapters on quantitative finance, adiabatic elimination and simulation methods. Rewritten in many places for better clar.
[Greven, Germany] [Publication Year: 2009]
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ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer Berlin Heidelberg] Hardcover Druck auf Anfrage Neuware - Printed after ordering - This fourth edition of Stochastic Methods is thoroughly revised and augmented, and has been completely reset. While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on appr- imation methods, and introduced new material on the white noise limit of driven stochastic systems, and on applications and validity of simulation methods based on the Poisson representation. Further, in response to the revolution in nancial m- kets following from the discovery by Fischer Black and Myron Scholes of a reliable option pricing formula, I have written a chapter on the application of stochastic me- ods to nancial markets. In doing this, I have not restricted myself to the geometric Brownian motion model, but have also attempted to give some avour of the kinds of methods used to take account of the realities of nancial markets. This means that I have also given a treatment of Levy processes and their applications to nance, since these are central to most current thinking. Since this book was written the rigorous mathematical formulation of stochastic processes has developed considerably, most particularly towards greater precision and generality, and this has been re ected in the way the subject is presented in m- ern applications, particularly in nance.
[Einbeck, ...
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Springer , pp. 468 . Hardback. New. Springer ISBN 3540707123 9783540707127 [US]

ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG] Hardcover New Book. Shipped from UK. Established seller since 2000.
[Wood Dale, IL, U.S.A.] [Publication Year: 2009]

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 1/16/2009 12: 01: 00 AM 4th ed. 2009 Hardcover PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 1/16/2009 12: 01: 00 AM 4th ed. 2009 Hardcover New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.

ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG] Hardcover 2009. 4th ed. 2009. Hardcover. This classic text and reference collects the many formulae and methods that can be found in the scientific literature on stochastic methods. This fourth edition has been thoroughly updated and restructured, and features a large amount of entirely new material. Series: Springer Series in Synergetics. Num Pages: 465 pages, biography. BIC Classification: KCH; PBT; PBWL; PBWR; PHJ; PHS; PNR. Category: (P) Professional & Vocational. Dimension: 242 x 162 x 30. Weight in Grams: 856. . . . . .
[Galway, GY, Ireland] [Publication Year: 2009]

Springer 2009 4th 2009 ed. Hard cover New 2009. 4th ed. 2009. Hardcover. This classic text and reference collects the many formulae and methods that can be found in the scientific literature on stochastic methods. This fourth edition has been thoroughly updated and restructured, and features a large amount of entirely new material. Series: Springer Series in Synergetics. Num Pages: 465 pages, biography. BIC Classification: KCH; PBT; PBWL; PBWR; PHJ; PHS; PNR. Category: (P) Professional & Vocational. Dimension: 242 x 162 x 30. Weight in Grams: 856......We ship daily from our Bookshop.

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Berlin, Heidelberg Springer 2009 4th 2009 ed. Hard cover New. Sewn binding. Cloth over boards. 447 p. Contains: Unspecified, Figures. Springer Synergetics, 13.

Berlin, Heidelberg Springer 2009 4th 2009 ed. Hard cover Good. Sewn binding. Cloth over boards. 447 p. Contains: Unspecified, Figures. Springer Synergetics, 13.

Berlin, Heidelberg Springer 2009 4th 2009 ed. Hard cover New. Sewn binding. Cloth over boards. 447 p. Contains: Unspecified, Figures. Springer Synergetics, 13.

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ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer] Hardcover
[Columbia, MD, U.S.A.] [Publication Year: 2009]
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ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer] Hardcover
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ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer] Hardcover
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ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer] Hardcover This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,900grams, ISBN:9783540707127
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ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer] Hardcover
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ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer] Hardcover Textbook, May Have Highlights, Notes and/or Underlining, BOOK ONLY-NO ACCESS CODE, NO CD, Ships with Tracking
[Franklin Lakes, NJ, U.S.A.] [Publication Year: 2009]

ISBN10: 3540707123, ISBN13: 9783540707127, [publisher: Springer] Hardcover New
[Long Beach, CA, U.S.A.] [Publication Year: 2009]