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ISBN10: 3110183463, ISBN13: 9783110183467, [publisher: De Gruyter] Hardcover Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. [Berlin, Germany] [Publication Year: 2004]
ISBN10: 3110183463, ISBN13: 9783110183467, [publisher: De Gruyter] Hardcover Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. [Berlin, Germany] [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]
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]
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.
Walter De Gruyter Inc, Date: 2004. Hardcover. New. 2nd revised enl edition. 459 pages. 9.50x7.00x1.25 inches. 2004. Walter De Gruyter Inc ISBN 3110183463 9783110183467 [GB]
ISBN10: 3110183463, ISBN13: 9783110183467, [publisher: Walter De Gruyter Inc] Hardcover 2nd revised enl edition. 459 pages. 9.50x7.00x1.25 inches. In Stock. [Exeter, United Kingdom] [Publication Year: 2004]
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When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission at no extra cost to you. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network, Amazon and Alibris.
