Berlin/Boston de Gruyter 2004 2nd ed. Hard cover New. Sewn binding. Cloth over boards. 470 p. de Gruyter Studies in Mathematics, 27.

De Gruyter 11/24/2004 12: 00: 00 AM 2nd Revised edition 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.

De Gruyter 11/24/2004 12: 00: 00 AM 2nd Revised edition 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.

ISBN10: 3110183463, ISBN13: 9783110183467, [publisher: De Gruyter] Hardcover
[Dallas, TX, U.S.A.] [Publication Year: 2004]

ISBN10: 3110183463, ISBN13: 9783110183467, [publisher: De Gruyter] Hardcover Druck auf Anfrage Neuware - Printed after ordering - This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures.
[Einbeck, Germany] [Publication Year: 2004]
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ISBN10: 3110183463, ISBN13: 9783110183467, [publisher: De Gruyter] Hardcover Druck auf Anfrage Neuware - Printed after ordering - This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures.
[Einbeck, Germany] [Publication Year: 2004]
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De Gruyter 2004 2nd ed. hardcover Good Access codes and supplements are not guaranteed with used items. May be an ex-library book.

ISBN10: 3110183463, ISBN13: 9783110183467, [publisher: Gruyter, Walter de GmbH] Hardcover Zustand: Sehr gut - Gepflegter, sauberer Zustand. Hinweis: Abweichendes Cover. Außen: Klebereste / Klebespuren. Aus der Auflösung einer renommierten Bibliothek. Kann Stempel beinhalten. | Seiten: 459 | Sprache: Englisch
[Trebbin, Germany] [Publication Year: 2004]

De Gruyter 2004 2nd ed. Hard cover 470 pp., Hardcover, very good. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

ISBN10: 3110183463, ISBN13: 9783110183467, [publisher: De Gruyter] Hardcover 470 pp., Hardcover, very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
[Cleveland, OH, U.S.A.] [Publication Year: 2004]