ISBN: 9783540681212
The central mathematical concept in the theory of frictionless markets is a martingale measure. In this, the first monograph devoted to the theory of financial markets with transaction co… mais…
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2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Seiten: 294, Springer Berlin, 2009
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2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), Auflage, [PU: Springer-Verlag], [ED: 1], Springer-Verlag, 2009
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2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Springer Berlin, 2009
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2009, ISBN: 9783540681212
Mathematical Theory, 2010, eBook Download (PDF), eBooks, [PU: Springer Berlin]
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ISBN: 9783540681212
The central mathematical concept in the theory of frictionless markets is a martingale measure. In this, the first monograph devoted to the theory of financial markets with transaction co… mais…
2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Seiten: 294, Springer Berlin, 2009
2009
ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), Auflage, [PU: Springer-Verlag], [ED: 1], Springer-Verlag, 2009
2009, ISBN: 9783540681212
Mathematical Theory, eBooks, eBook Download (PDF), 2010, [PU: Springer Berlin], Springer Berlin, 2009
2009, ISBN: 9783540681212
Mathematical Theory, 2010, eBook Download (PDF), eBooks, [PU: Springer Berlin]
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Dados detalhados do livro - Markets with Transaction Costs
EAN (ISBN-13): 9783540681212
Ano de publicação: 2009
Editor/Editora: Springer Berlin
294 Páginas
Língua: eng/Englisch
Livro na base de dados desde 2011-11-18T23:18:50-02:00 (Sao Paulo)
Página de detalhes modificada pela última vez em 2023-12-07T11:52:14-03:00 (Sao Paulo)
Número ISBN/EAN: 9783540681212
Número ISBN - Ortografia alternativa:
978-3-540-68121-2
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: safa, safar, mher, safarian, dieter weiss
Título do livro: markets with transaction costs
Dados da editora
Autor: Yuri Kabanov; Mher Safarian
Título: Springer Finance; Markets with Transaction Costs - Mathematical Theory
Editora: Springer; Springer Berlin
294 Páginas
Ano de publicação: 2009-12-04
Berlin; Heidelberg; DE
Língua: Inglês
96,29 € (DE)
99,00 € (AT)
118,00 CHF (CH)
Available
XIV, 294 p. 1 illus.
EA; E107; eBook; Nonbooks, PBS / Wirtschaft/Internationale Wirtschaft; Internationale Wirtschaft; Verstehen; Analysis; Financial Market; Financial Markets; JEL Classifiaction: G10, G11, G13; Stochastic Processes; consistent price system; consumption-investment problem; hedging; markets with transaction costs; no arbitrage criteria; quantitative finance; B; International Economics; Business Mathematics; Mathematics in Business, Economics and Finance; Probability Theory; Mathematics and Statistics; Wirtschaftsmathematik und -informatik, IT-Management; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; BC
1.Approximative Hedging.- 2.Arbitrage Theory for Frictionless Markets.- 3.Arbitrage Theory under Transaction Costs.- 4.Consumption--Investment Problems.- A.Appendices: A.1.Facts from Convex Analysis.- A.2.Césaro Convergence.- A.3.Facts from Probability.- A.4.Measurable Selection.- A.5.Fatou-Convergence and Bipolar Theorem in L0.- A.6.Skorohod Problem and SDE with Reflections.- B.Bibliographical comments.- References.The first monograph devoted to the theory of financial markets with transaction costs Includes supplementary material: sn.pub/extras
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