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STOCK PRICE PROCESSES - On the correlation of maximum gain and maximum loss  of stock price processes - Vardar, Ceren
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Vardar, Ceren:
STOCK PRICE PROCESSES - On the correlation of maximum gain and maximum loss of stock price processes - Taschenbuch

2009, ISBN: 9783639139891

[ED: Taschenbuch / Paperback], [PU: VDM Verlag Dr. Müller], Brownian motion is a central model in finance and other areas such as physics. In finance the price of one share of the risky asset, the stock, is modeled by exponential Brownian motion however by taking the log of stock prices, Brownian motion can be used as the basis of the calculations. Over a certain fixed length of time, a reasonably low risk, how much one can lose is as crucial to the success of any fund as a high profit. For this reason, investors are naturally interested in the maximum and the minimum, and also the maximum loss and maximum gain. Therefore it is a good idea to study their distributions and joint distributions. For the investors the results in this book explain the variability of the maximum and the minimum and of maximum gain and maximum loss of stock prices and in this book some useful observations and conjectures are collected on the risk and gain of stock prices., DE, [SC: 0.00], Neuware, gewerbliches Angebot, 168, Selbstabholung und Barzahlung, PayPal, offene Rechnung, Banküberweisung, Interntationaler Versand

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STOCK PRICE PROCESSES - Ceren Vardar
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STOCK PRICE PROCESSES - neues Buch

ISBN: 9783639139891

ID: 12ab756acbb017593e8e132f3d192398

Brownian motion is a central model in finance and other areas such as physics. In finance the price of one share of the risky asset, the stock, is modeled by exponential Brownian motion however by taking the log of stock prices, Brownian motion can be used as the basis of the calculations. Over a certain fixed length of time, a reasonably low risk, how much one can lose is as crucial to the success of any fund as a high profit. For this reason, investors are naturally interested in the maximum and the minimum, and also the maximum loss and maximum gain. Therefore it is a good idea to study their distributions and joint distributions. For the investors the results in this book explain the variability of the maximum and the minimum and of maximum gain and maximum loss of stock prices and in this book some useful observations and conjectures are collected on the risk and gain of stock prices. Bücher / Naturwissenschaften, Medizin, Informatik & Technik / Mathematik, [PU: VDM Verlag Dr. Müller, Saarbrücken]

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STOCK PRICE PROCESSES - Vardar, Ceren
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
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Vardar, Ceren:
STOCK PRICE PROCESSES - Taschenbuch

2009, ISBN: 9783639139891

[ED: Softcover], [PU: Vdm Verlag Dr. Müller], Brownian motion is a central model in finance and other areas such as physics. In finance the price of one share of the risky asset, the stock, is modeled by exponential Brownian motion however by taking the log of stock prices, Brownian motion can be used as the basis of the calculations. Over a certain fixed length of time, a reasonably low risk, how much one can lose is as crucial to the success of any fund as a high profit. For this reason, investors are naturally interested in the maximum and the minimum, and also the maximum loss and maximum gain. Therefore it is a good idea to study their distributions and joint distributions. For the investors the results in this book explain the variability of the maximum and the minimum and of maximum gain and maximum loss of stock prices and in this book some useful observations and conjectures are collected on the risk and gain of stock prices. 2009. 168 S. Versandfertig in 3-5 Tagen, [SC: 0.00]

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STOCK PRICE PROCESSES - Vardar, Ceren
Vergriffenes Buch, derzeit bei uns nicht verfügbar.
(*)
Vardar, Ceren:
STOCK PRICE PROCESSES - Taschenbuch

2009, ISBN: 9783639139891

[ED: Softcover], [PU: Vdm Verlag Dr. Müller], Brownian motion is a central model in finance and other areas such as physics. In finance the price of one share of the risky asset, the stock, is modeled by exponential Brownian motion however by taking the log of stock prices, Brownian motion can be used as the basis of the calculations. Over a certain fixed length of time, a reasonably low risk, how much one can lose is as crucial to the success of any fund as a high profit. For this reason, investors are naturally interested in the maximum and the minimum, and also the maximum loss and maximum gain. Therefore it is a good idea to study their distributions and joint distributions. For the investors the results in this book explain the variability of the maximum and the minimum and of maximum gain and maximum loss of stock prices and in this book some useful observations and conjectures are collected on the risk and gain of stock prices. 2009. 168 S. Versandfertig in 3-5 Tagen, [SC: 0.00]

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STOCK PRICE PROCESSES - Vardar, Ceren
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Vardar, Ceren:
STOCK PRICE PROCESSES - Taschenbuch

2009, ISBN: 9783639139891

ID: 1815200&WAN=10022&WBT=28664&WMID=W000000443

2009. ; KT ; Vardar:STOCK PRICE PROCESSES Brownian motion is a central model in finance and other areas such as physics. In finance the price of one share of the risky asset, the stock, is modeled by exponential Brownian motion however by taking the log of stock prices, Brownian motion can be used as the basis of the calculations. Over a certain fixed length of time, a reasonably low risk, how much one can lose is as crucial to the success of any fund as a high profit. For this reason, investors are n Buch Taschenbuch

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