Bild 1 von 2
Quantitative Finance: An Object-Orien..
Artikelzustand:
Versand:
Standort: Montgomery Illinois, USA
Lieferung:
Lieferung zwischen Do, 6. Jun und Mo, 10. Jun nach 43230 bei heutigem Zahlungseingang
Rücknahmen:
Zahlungen:
Sicher einkaufen
Angaben zum Verkäufer
- 97,2% positive Bewertungen
Angemeldet als gewerblicher Verkäufer
Der Verkäufer ist für dieses Angebot verantwortlich.
eBay-Artikelnr.:354681975752
Artikelmerkmale
- Artikelzustand
- Book Title
- Quantitative Finance: An Object-Oriented Approach in C++ (Chap...
- ISBN
- 1584884797
- EAN
- 9781584884798
- Date of Publication
- 20131119
- Release Title
- Quantitative Finance: An Object-Oriented Approach in C++ (Chap...
- Artist
- Schlogl, Erik
- Brand
- N/A
- Colour
- N/A
- Publication Name
- Quantitative Finance : an Object-Oriented Approach in C++
- Item Length
- 9.5in
- Publisher
- CRC Press LLC
- Publication Year
- 2013
- Series
- Chapman and Hall/Crc Financial Mathematics Ser.
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 1in
- Item Width
- 6.1in
- Item Weight
- 25.6 Oz
- Number of Pages
- 354 Pages
Über dieses Produkt
Product Information
Quantitative Finance: An Object-Oriented Approach in C++ provides readers with a foundation in the key methods and models of quantitative finance. Keeping the material as self-contained as possible, the author introduces computational finance with a focus on practical implementation in C++. Through an approach based on C++ classes and templates, the text highlights the basic principles common to various methods and models while the algorithmic implementation guides readers to a more thorough, hands-on understanding. By moving beyond a purely theoretical treatment to the actual implementation of the models using C++, readers greatly enhance their career opportunities in the field. The book also helps readers implement models in a trading or research environment. It presents recipes and extensible code building blocks for some of the most widespread methods in risk management and option pricing. Web Resource The author's website provides fully functional C++ code, including additional C++ source files and examples. Although the code is used to illustrate concepts (not as a finished software product), it nevertheless compiles, runs, and deals with full, rather than toy, problems. The website also includes a suite of practical exercises for each chapter covering a range of difficulty levels and problem complexity.
Product Identifiers
Publisher
CRC Press LLC
ISBN-10
1584884797
ISBN-13
9781584884798
eBay Product ID (ePID)
48058919
Product Key Features
Publication Name
Quantitative Finance : an Object-Oriented Approach in C++
Format
Hardcover
Language
English
Publication Year
2013
Series
Chapman and Hall/Crc Financial Mathematics Ser.
Type
Textbook
Number of Pages
354 Pages
Dimensions
Item Length
9.5in
Item Height
1in
Item Width
6.1in
Item Weight
25.6 Oz
Additional Product Features
Lc Classification Number
Hg106
Reviews
"I recommend Erik Schlogl's new book to all those interested in model implementation. From quasi-random sequences to HJM to the Excel interface, with full C++ code, there is something here for everyone." --Jim Gatheral, Presidential Professor, Baruch College, CUNY "If 25 years ago I had started in finance using C instead of Visual Basic, perhaps now I might be approximating Prof. Schlogl's balanced and professional C++ framework for pricing financial derivatives. From interacting with quants writing production code I have learnt that several years' experience with C++ can be dangerous as the possibility of writing incomprehensible (to others) abstract code becomes attractive. In this respect Prof. Schlogl strikes just the right balance between using the full power of C++ to encapsulate, concentrate, and abstract code, while remaining comprehensible. His book thoroughly outlines a framework, including procedures and libraries, for constructing the various building blocks of pricing systems for financial derivatives. Users implementing his sort of framework can be confident their code will be understood, and that it can be maintained and revised without dating. It is one of the dozen or so books that ought to be on every financial quant's bookshelf; if only I had had it earlier!" --Alan Brace, Senior Quantitative Analyst in Market Risk, National Australia Bank, and Adjunct Professor, Quantitative Finance Research Centre, University Technology of Sydney "While some view quantitative finance as just another playground for beautiful mathematical theories, it is ultimately a very practical discipline where one's success is more often than not measured by the quality, speed, and accuracy of computer code written to solve real-world problems. Quantitative Finance: An Object-Oriented Approach in C++ embraces this pragmatic view wholeheartedly to great success. The three core competencies of a successful quant: firm grasp of theory, strong command of numerical methods, and software design and development skills are taught in parallel, inseparable in the book as they are in the real world. A fantastic resource for students looking to become quants, the book sets a standard on how practically relevant quantitative finance should be taught. Those already in the field will also no doubt learn a thing or two on how to represent common financial constructs as logical and reusable software components." --Vladimir V. Piterbarg, Head of Quantitative Analytics, Barclays "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequited--this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineer's toolkit." --Professor Mark Joshi, University of Melbourne, "If 25 years ago I had started in finance using C instead of Visual Basic, perhaps now I might be approximating Prof. Schlogl's balanced and professional C++ framework for pricing financial derivatives. From interacting with quants writing production code I have learnt that several years' experience with C++ can be dangerous as the possibility of writing incomprehensible (to others) abstract code becomes attractive. In this respect Prof. Schlogl strikes just the right balance between using the full power of C++ to encapsulate, concentrate, and abstract code, while remaining comprehensible. His book thoroughly outlines a framework, including procedures and libraries, for constructing the various building blocks of pricing systems for financial derivatives. Users implementing his sort of framework can be confident their code will be understood, and that it can be maintained and revised without dating. It is one of the dozen or so books that ought to be on every financial quant's bookshelf; if only I had had it earlier!" --Alan Brace, Senior Quantitative Analyst in Market Risk, National Australia Bank, and Adjunct Professor, Quantitative Finance Research Centre, University Technology Sydney "While some view quantitative finance as just another playground for beautiful mathematical theories, it is ultimately a very practical discipline where one's success is more often than not measured by the quality, speed, and accuracy of computer code written to solve real-world problems. Quantitative Finance: An Object-Oriented Approach in C++ embraces this pragmatic view wholeheartedly to great success. The three core competencies of a successful quant: firm grasp of theory, strong command of numerical methods, and software design and development skills are taught in parallel, inseparable in the book as they are in the real world. A fantastic resource for students looking to become quants, the book sets a standard on how practically relevant quantitative finance should be taught. Those already in the field will also no doubt learn a thing or two on how to represent common financial constructs as logical and reusable software components." --Vladimir V. Piterbarg, Head of Quantitative Analytics, Barclays "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequited--this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineer's toolkit." --Professor Mark Joshi, University of Melbourne, "... a comprehensive, dual-perspective introduction to quantitative finance methods. By providing implementation details alongside theory, Schlögl ensures that one is never overemphasized at the expense of the other. All of the code described is reusable and reliant on only a small number of external libraries, meaning that this book is an invaluable resource to students and professionals in the field alike." -- Computing Reviews , March 2015 "I recommend Erik Schlogl's new book to all those interested in model implementation. From quasi-random sequences to HJM to the Excel interface, with full C++ code, there is something here for everyone." --Jim Gatheral, Presidential Professor, Baruch College, CUNY "If 25 years ago I had started in finance using C instead of Visual Basic, perhaps now I might be approximating Prof. Schlogl's balanced and professional C++ framework for pricing financial derivatives. From interacting with quants writing production code I have learnt that several years' experience with C++ can be dangerous as the possibility of writing incomprehensible (to others) abstract code becomes attractive. In this respect Prof. Schlogl strikes just the right balance between using the full power of C++ to encapsulate, concentrate, and abstract code, while remaining comprehensible. His book thoroughly outlines a framework, including procedures and libraries, for constructing the various building blocks of pricing systems for financial derivatives. Users implementing his sort of framework can be confident their code will be understood, and that it can be maintained and revised without dating. It is one of the dozen or so books that ought to be on every financial quant's bookshelf; if only I had had it earlier!" --Alan Brace, Senior Quantitative Analyst in Market Risk, National Australia Bank, and Adjunct Professor, Quantitative Finance Research Centre, University Technology of Sydney "While some view quantitative finance as just another playground for beautiful mathematical theories, it is ultimately a very practical discipline where one's success is more often than not measured by the quality, speed, and accuracy of computer code written to solve real-world problems. Quantitative Finance: An Object-Oriented Approach in C++embraces this pragmatic view wholeheartedly to great success. The three core competencies of a successful quant: firm grasp of theory, strong command of numerical methods, and software design and development skills are taught in parallel, inseparable in the book as they are in the real world. A fantastic resource for students looking to become quants, the book sets a standard on how practically relevant quantitative finance should be taught. Those already in the field will also no doubt learn a thing or two on how to represent common financial constructs as logical and reusable software components." --Vladimir V. Piterbarg, Head of Quantitative Analytics, Barclays "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequited--this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineer's toolkit." --Professor Mark Joshi, University of Melbourne, "... a comprehensive, dual-perspective introduction to quantitative finance methods. By providing implementation details alongside theory, Schlgl ensures that one is never overemphasized at the expense of the other. All of the code described is reusable and reliant on only a small number of external libraries, meaning that this book is an invaluable resource to students and professionals in the field alike." -- Computing Reviews , March 2015 "I recommend Erik Schlogl's new book to all those interested in model implementation. From quasi-random sequences to HJM to the Excel interface, with full C++ code, there is something here for everyone." --Jim Gatheral, Presidential Professor, Baruch College, CUNY "If 25 years ago I had started in finance using C instead of Visual Basic, perhaps now I might be approximating Prof. Schlogl's balanced and professional C++ framework for pricing financial derivatives. From interacting with quants writing production code I have learnt that several years' experience with C++ can be dangerous as the possibility of writing incomprehensible (to others) abstract code becomes attractive. In this respect Prof. Schlogl strikes just the right balance between using the full power of C++ to encapsulate, concentrate, and abstract code, while remaining comprehensible. His book thoroughly outlines a framework, including procedures and libraries, for constructing the various building blocks of pricing systems for financial derivatives. Users implementing his sort of framework can be confident their code will be understood, and that it can be maintained and revised without dating. It is one of the dozen or so books that ought to be on every financial quant's bookshelf; if only I had had it earlier!" --Alan Brace, Senior Quantitative Analyst in Market Risk, National Australia Bank, and Adjunct Professor, Quantitative Finance Research Centre, University Technology of Sydney "While some view quantitative finance as just another playground for beautiful mathematical theories, it is ultimately a very practical discipline where one's success is more often than not measured by the quality, speed, and accuracy of computer code written to solve real-world problems. Quantitative Finance: An Object-Oriented Approach in C++embraces this pragmatic view wholeheartedly to great success. The three core competencies of a successful quant: firm grasp of theory, strong command of numerical methods, and software design and development skills are taught in parallel, inseparable in the book as they are in the real world. A fantastic resource for students looking to become quants, the book sets a standard on how practically relevant quantitative finance should be taught. Those already in the field will also no doubt learn a thing or two on how to represent common financial constructs as logical and reusable software components." --Vladimir V. Piterbarg, Head of Quantitative Analytics, Barclays "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequited--this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineer's toolkit." --Professor Mark Joshi, University of Melbourne, "If 25 years ago I had started in finance using C instead of Visual Basic, perhaps now I might be approximating Prof. Schlogl's balanced and professional C++ framework for pricing financial derivatives. From interacting with quants writing production code I have learnt that several years' experience with C++ can be dangerous as the possibility of writing incomprehensible (to others) abstract code becomes attractive. In this respect Prof. Schlogl strikes just the right balance between using the full power of C++ to encapsulate, concentrate, and abstract code, while remaining comprehensible. His book thoroughly outlines a framework, including procedures and libraries, for constructing the various building blocks of pricing systems for financial derivatives. Users implementing his sort of framework can be confident their code will be understood, and that it can be maintained and revised without dating. It is one of the dozen or so books that ought to be on every financial quant's bookshelf; if only I had had it earlier!" --Alan Brace, Senior Quantitative Analyst in Market Risk, National Australia Bank, and Adjunct Professor, Quantitative Finance Research Centre, University Technology of Sydney "While some view quantitative finance as just another playground for beautiful mathematical theories, it is ultimately a very practical discipline where one's success is more often than not measured by the quality, speed, and accuracy of computer code written to solve real-world problems. Quantitative Finance: An Object-Oriented Approach in C++ embraces this pragmatic view wholeheartedly to great success. The three core competencies of a successful quant: firm grasp of theory, strong command of numerical methods, and software design and development skills are taught in parallel, inseparable in the book as they are in the real world. A fantastic resource for students looking to become quants, the book sets a standard on how practically relevant quantitative finance should be taught. Those already in the field will also no doubt learn a thing or two on how to represent common financial constructs as logical and reusable software components." --Vladimir V. Piterbarg, Head of Quantitative Analytics, Barclays "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequited--this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineer's toolkit." --Professor Mark Joshi, University of Melbourne, "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequited--this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineer's toolkit." --Professor Mark Joshi, University of Melbourne, "While some view quantitative finance as just another playground for beautiful mathematical theories, it is ultimately a very practical discipline where one's success is more often than not measured by the quality, speed, and accuracy of computer code written to solve real-world problems. Quantitative Finance: An Object-Oriented Approach in C++ embraces this pragmatic view wholeheartedly to great success. The three core competencies of a successful quant: firm grasp of theory, strong command of numerical methods, and software design and development skills are taught in parallel, inseparable in the book as they are in the real world. A fantastic resource for students looking to become quants, the book sets a standard on how practically relevant quantitative finance should be taught. Those already in the field will also no doubt learn a thing or two on how to represent common financial constructs as logical and reusable software components." --Vladimir V. Piterbarg, Head of Quantitative Analytics, Barclays "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequited--this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineer's toolkit." --Professor Mark Joshi, University of Melbourne, "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequitede"this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineere(tm)s toolkit." e"Professor Mark Joshi, University of Melbourne, "... a comprehensive, dual-perspective introduction to quantitative finance methods. By providing implementation details alongside theory, Schlögl ensures that one is never overemphasized at the expense of the other. All of the code described is reusable and reliant on only a small number of external libraries, meaning that this book is an invaluable resource to students and professionals in the field alike." -- Computing Reviews , March 2015 "I recommend Erik Schlogl's new book to all those interested in model implementation. From quasi-random sequences to HJM to the Excel interface, with full C++ code, there is something here for everyone." --Jim Gatheral, Presidential Professor, Baruch College, CUNY "If 25 years ago I had started in finance using C instead of Visual Basic, perhaps now I might be approximating Prof. Schlogl's balanced and professional C++ framework for pricing financial derivatives. From interacting with quants writing production code I have learnt that several years' experience with C++ can be dangerous as the possibility of writing incomprehensible (to others) abstract code becomes attractive. In this respect Prof. Schlogl strikes just the right balance between using the full power of C++ to encapsulate, concentrate, and abstract code, while remaining comprehensible. His book thoroughly outlines a framework, including procedures and libraries, for constructing the various building blocks of pricing systems for financial derivatives. Users implementing his sort of framework can be confident their code will be understood, and that it can be maintained and revised without dating. It is one of the dozen or so books that ought to be on every financial quant's bookshelf; if only I had had it earlier!" --Alan Brace, Senior Quantitative Analyst in Market Risk, National Australia Bank, and Adjunct Professor, Quantitative Finance Research Centre, University Technology of Sydney "While some view quantitative finance as just another playground for beautiful mathematical theories, it is ultimately a very practical discipline where one's success is more often than not measured by the quality, speed, and accuracy of computer code written to solve real-world problems. Quantitative Finance: An Object-Oriented Approach in C++ embraces this pragmatic view wholeheartedly to great success. The three core competencies of a successful quant: firm grasp of theory, strong command of numerical methods, and software design and development skills are taught in parallel, inseparable in the book as they are in the real world. A fantastic resource for students looking to become quants, the book sets a standard on how practically relevant quantitative finance should be taught. Those already in the field will also no doubt learn a thing or two on how to represent common financial constructs as logical and reusable software components." --Vladimir V. Piterbarg, Head of Quantitative Analytics, Barclays "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequited--this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineer's toolkit." --Professor Mark Joshi, University of Melbourne, "While some view quantitative finance as just another playground for beautiful mathematical theories, it is ultimately a very practical discipline where onee(tm)s success is more often than not measured by the quality, speed, and accuracy of computer code written to solve real-world problems. Quantitative Finance: An Object-Oriented Approach in C++ embraces this pragmatic view wholeheartedly to great success. The three core competencies of a successful quant: firm grasp of theory, strong command of numerical methods, and software design and development skills are taught in parallel, inseparable in the book as they are in the real world. A fantastic resource for students looking to become quants, the book sets a standard on how practically relevant quantitative finance should be taught. Those already in the field will also no doubt learn a thing or two on how to represent common financial constructs as logical and reusable software components." e"Vladimir V. Piterbarg, Head of Quantitative Analytics, Barclays "Students and practitioners of quantitative analysis have long wanted a detailed exposition of computational finance that includes implementation details and quality C++ code. Their desires are no longer unrequitede"this book contains a clear and careful discussion of many of the key derivatives pricing models together with object-oriented C++ code. Substantial discussion of the design choices made is also included. I believe that this book is destined to be part of every financial engineere(tm)s toolkit." e"Professor Mark Joshi, University of Melbourne
Table of Content
A Brief Review of the C++ Programming Language Getting started Procedural programming in C++ Object-oriented features of C++ Templates Exceptions Namespaces Basic Building Blocks The Standard Template Library (STL) The Boost Libraries Numerical arrays Numerical integration Optimisation and root search The term structure of interest rates Lattice Models for Option Pricing Basic concepts of pricing by arbitrage Hedging and arbitrage-free pricing Defining a general lattice model interface Implementing binomial lattice models Models for the term structure of interest rates The Black/Scholes World Martingales Option pricing in continuous time Exotic options with closed form solutions Implementation of closed form solutions American options Finite Difference Methods The object-oriented interface The explicit finite difference method The implicit finite difference method The Crank/Nicolson scheme Implied Volatility and Volatility Smiles Calculating implied distributions Constructing an implied volatility surface Stochastic volatility Monte Carlo Simulation Background The generic Monte Carlo algorithm Simulating asset price processes Discretising stochastic differential equations Predictor-corrector methods Variance reduction techniques Pricing instruments with early exercise features Quasi-random Monte Carlo The Heath/Jarrow/Morton Model The model framework Gauss/Markov HJM Option pricing in the Gaussian HJM framework Adding a foreign currency Implementing closed-form solutions Monte Carlo simulation in the HJM framework Implementing Monte Carlo simulation Appendix A: Interfacing between C++ and Microsoft Excel Appendix B: Automatic Generation of Documentation Using Doxygen References Index
Copyright Date
2013
Topic
Finance / General, Probability & Statistics / General, General, Investments & Securities / Options
Lccn
2013-039513
Dewey Decimal
332.0285/5133
Intended Audience
College Audience
Dewey Edition
23
Illustrated
Yes
Genre
Business & Economics, Mathematics
Artikelbeschreibung des Verkäufers
Der Verkäufer ist für dieses Angebot verantwortlich.
eBay-Artikelnr.:354681975752
Verpackung und Versand
Artikelstandort:
Montgomery Illinois, USA
Versand nach:
Afghanistan, Albanien, Algerien, Andorra, Angola, Anguilla, Antigua und Barbuda, Argentinien, Armenien, Aruba, Aserbaidschan, Australien, Bahamas, Bahrain, Bangladesch, Belgien, Belize, Benin, Bermuda, Bhutan, Bolivien, Bosnien und Herzegowina, Botsuana, Brasilien, Brunei Darussalam, Bulgarien, Burkina Faso, Burundi, Chile, China, Costa Rica, Côte d'Ivoire (Elfenbeinküste), Demokratische Republik Kongo, Deutschland, Dominikanische Republik, Dschibuti, Dänemark, Ecuador, El Salvador, Eritrea, Estland, Fidschi, Finnland, Frankreich, Gabun, Gambia, Georgien, Ghana, Gibraltar, Grenada, Griechenland, Grönland, Guatemala, Guinea, Guinea-Bissau, Guyana, Haiti, Honduras, Hongkong, Indien, Indonesien, Irland, Island, Israel, Italien, Jamaika, Japan, Jemen, Jordanien, Kaimaninseln, Kambodscha, Kamerun, Kanada, Kapverdische Inseln, Kasachstan, Katar, Kenia, Kirgisistan, Kiribati, Kolumbien, Kuwait, Laos, Lesotho, Lettland, Libanon, Liberia, Liechtenstein, Litauen, Luxemburg, Macau, Madagaskar, Malawi, Malaysia, Malediven, Mali, Malta, Marokko, Mauretanien, Mauritius, Mazedonien, Mexiko, Moldawien, Monaco, Mongolei, Montenegro, Montserrat, Mosambik, Namibia, Nauru, Nepal, Neuseeland, Nicaragua, Niederlande, Niger, Nigeria, Norwegen, Oman, Pakistan, Panama, Papua-Neuguinea, Paraguay, Peru, Philippinen, Polen, Portugal, Republik Kongo, Republik Kroatien, Ruanda, Rumänien, Salomonen, Sambia, Samoa (Westsamoa), San Marino, Saudi-Arabien, Schweden, Schweiz, Senegal, Serbien, Seychellen, Sierra Leone, Simbabwe, Singapur, Slowakei, Slowenien, Spanien, Sri Lanka, St. Kitts und Nevis, St. Lucia, St. Vincent und die Grenadinen, Suriname, Swasiland, Südafrika, Südkorea, Tadschikistan, Taiwan, Tansania, Thailand, Togo, Tonga, Trinidad und Tobago, Tschad, Tschechische Republik, Tunesien, Turkmenistan, Turks- und Caicosinseln, Türkei, USA, Uganda, Ungarn, Uruguay, Usbekistan, Vanuatu, Vatikan, Vereinigte Arabische Emirate, Vereinigtes Königreich, Vietnam, Wallis und Futuna, Zentralafrikanische Republik, Zypern, Ägypten, Äquatorialguinea, Äthiopien, Österreich
Ausgeschlossen:
Amerikanisch-Samoa, Barbados, Belarus, Britische Jungferninseln, Cookinseln, Dominica, Falklandinseln (Malwinen), Französisch-Guayana, Französisch-Polynesien, Guadeloupe, Guernsey, Irak, Jersey, Jungferninseln (USA), Komoren, Libyen, Marshallinseln, Martinique, Mayotte, Mikronesien, Neukaledonien, Niederländische Antillen, Niue, Palau, Puerto Rico, Russische Föderation, Réunion, Saint-Pierre und Miquelon, Somalia, St. Helena, Svalbard und Jan Mayen, Tuvalu, Ukraine, Venezuela, Westsahara
| Verpackung und Versand | Nach | Service | Lieferung*Siehe Lieferhinweise |
|---|---|---|---|
| Kostenloser Versand | USA | Sparversand (USPS Media MailTM) | Lieferung zwischen Do, 6. Jun und Mo, 10. Jun nach 43230 |
| US $4,95 (ca. CHF 4,47) | USA | Standardversand (DGM SmartMail Expedited) | Lieferung zwischen Do, 6. Jun und Di, 11. Jun nach 43230 |
| US $10,95 (ca. CHF 9,88) | USA | Expressversand (USPS Priority Mail®) | Lieferung zwischen Do, 6. Jun und Mo, 10. Jun nach 43230 |
| Bearbeitungszeit |
|---|
| Der Verkäufer verschickt den Artikel innerhalb von 1 Werktag nach Zahlungseingang. |
| Steuern |
|---|
| Verkäufer berechnet Steuern in |
Mehrwertsteuer für diesen Artikel #354681975752
Mehrwertsteuer für diesen Artikel #354681975752
Der Verkäufer berechnet Mehrwertsteuer für Artikel, die in die folgenden Bundesstaaten verschickt werden:
| Bundesstaat | Steuersatz für Sales Tax |
|---|
Rücknahmebedingungen
| Frist für Kontaktaufnahme mit dem Verkäufer nach Erhalt Artikels: | Rückerstattung erfolgt in folgender Form: | Rücksendung |
|---|---|---|
| 30 Tage | Geld zurück | Verkäufer zahlt Rückversand |
Der Verkäufer trägt die Rücksendekosten.
| Rücknahmebedingungen im Detail |
|---|
| Rücknahme akzeptiert |
Zahlungsdaten
Zahlungsmethoden
Beliebte Kategorien in diesem Shop
Angemeldet als gewerblicher Verkäufer
Verkäuferbewertungen (237'121)
a***f (4815)- Bewertung vom Käufer.
Letzter Monat
Bestätigter Kauf
AAAAA
_***a (188)- Bewertung vom Käufer.
Letzter Monat
Bestätigter Kauf
good
r***4 (375)- Bewertung vom Käufer.
Letzter Monat
Bestätigter Kauf
Thanks for great packaging. Books are in just ok condition…