BOOKS EBOOKS RARE BOOKS CLASSICAL CDs DVDs PRINTED MUSIC PODCASTS OFFERS
Click here to take a virtual tour of Blackwells, Oxford

  

Search for: Broadie Mark

Refine your search:

 

£48.00
In stock

ISBN: 9780521861700 - Optimization Methods in Finance Optimization Methods in Finance
G Cornuejols, Reha Tutuncu Broadie, Mark

ISBN10: 0521861705  ISBN13: 9780521861700
Publisher: Cambridge University Press
Format: Hardback
Publication date: 21 Dec 2006
Graduate textbook which applies recent advances in optimization methods to solve practical problems in mathematical finance. Optimization models play an increasingly important role in financial decisions. This is the first textbook devoted to... More

£45.00
Not yet printed

ISBN: 9780521834407 - Continuous Time Approach to Financial Volatility Continuous Time Approach to Financial Volatility
Barndorff-Nielsen, Ole, Shephard, Neil Broadie, Mark

ISBN10: 0521834406  ISBN13: 9780521834407
Publisher: Cambridge University Press
Format: Hardback
Publication date: 31 May 2005
The idea of this book is to explain how Levy processes can be used to study some problems in finance. The necessary technology is motivated and justified in an opening chapter, and is then followed by chapters explaining the mathematics and... More

£39.00
Out of print

Used from £51.74
ISBN: 9780521832359 - C++ Design Patterns and Derivatives Pricing C++ Design Patterns and Derivatives Pricing
M S Joshi Broadie, Mark

ISBN10: 0521832357  ISBN13: 9780521832359
Publisher: Cambridge University Press
Format: Hardback
Publication date: 05 Aug 2004
Shows how to combine mathematical finance and object-oriented programming to practical effect. Design patterns are the cutting-edge paradigm for programming in object-oriented languages. Here they are discussed, for the first time in a book... More

£40.00
Out of print

New & used from £33.62
ISBN: 9780521823555 - The Concepts and Practice of Mathematical Finance The Concepts and Practice of Mathematical Finance
M S Joshi Broadie, Mark

ISBN10: 0521823552  ISBN13: 9780521823555
Publisher: Cambridge University Press
Edition: illustrated edition
Format: Hardback
Publication date: 24 Dec 2003
This introductory text provides a clear understanding of the intuition behind derivatives pricing, how models are implemented, and how they are used and adapted in practice. Joshi covers the strengths and weaknesses of such models as stochastic... More

£109.00
Not in stock - our special ordering service will try to obtain this title for you

New & used from £129.38
ISBN: 9781899332021 - Hedging with Trees Hedging with Trees
Mark Broadie, Paul Glasserman

ISBN10: 1899332022  ISBN13: 9781899332021
Publisher: Risk Books
Format: Paperback
Publication date: 01 Nov 1998
This is a collection of over 35 articles encapsulating recent advances in financial derivatives, selected by two well-represented academics. It includes information on advances in exotic options, computational techniques, VAR and capital management. More