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"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM
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Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
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Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.
This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.
Masters level students and researchers in mathematical finance and financial engineering will find this book useful.
Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
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Stochastic Calculus for Finance II (eng)
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Stochastic Calculus for Finance II: Continuous-Time Models: v. 2 (Springer Finance / Springer Finance Textbooks)
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Stochastic Calculus for Finance II. Continuous-Time Models
Da: Libros Ambigú, Madrid, M, Spagna
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Condizione: Bueno. Springer. Tapa dura. Cubierta deslucida. 24 cm. Texto en ingles. Libro en almacén 5. Bueno. Codice articolo 97610
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Stochastic Calculus for Finance II
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Developed for the professional Master s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Tested in the classroom and revised over a period of several years A wonderful display of . Codice articolo 5910283
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Stochastic Calculus for Finance II
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Springer New York, Springer US Jun 2004, 2004
ISBN 10: 0387401016
ISBN 13: 9780387401010
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.Master's level studentsand researchers in mathematical finance and financial engineering will find this book useful. 572 pp. Englisch. Codice articolo 9780387401010
Quantità: 2 disponibili