Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Shreve, Steven
ISBN 10: 0387401008 ISBN 13: 9780387401003
Editore: Springer (edition 2004), 2004
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It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting. Codice articolo 0387401008-8-1
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Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.
Has been tested in the classroom and revised over a period of several years
Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
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Titolo: Stochastic Calculus for Finance I: The ...
Casa editrice: Springer (edition 2004)
Data di pubblicazione: 2004
Legatura: Paperback
Condizione: Very Good
Edizione: 2004.
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Paperback. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Codice articolo S_456249267
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
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Condizione: fine. l'article peut presenter de tres legers signes d'usure, petites rayures ou imperfections esthetiques. vendeur professionnel; envoi soigne en 24/48h. Codice articolo 2504180000846
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. With 33 Figures. (= Reihe: Springer Finance).
Editore:
Springer Verlag, New York, Berlin, Heidelberg, Hong Kong, London, Milan, Paris, Tokyo, 2004
ISBN 10: 0387401008
ISBN 13: 9780387401003
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Hardcover. Condizione: gut. Erste Aufl. Kartonierte glanzfolienkaschierte Broschur mit Rücken- und Deckeltitel. Der Kopfschnitt partiell ganz dezent verfärbt, ansonsten guter bis sehr guter Erhaltungszustand. "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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students 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." (Verlagstext) In englischer Sprache. XV, (I), 187, (5) pages. Groß 8° (154 x 235mm). Codice articolo BN33658
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Stochastic Calculus Models for Finance No. I : The Binomial Asset Pricing Model
Da: Better World Books, Mishawaka, IN, U.S.A.
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Condizione: Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. Codice articolo 9821176-20
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Stochastic Calculus for Finance I
Print on DemandDa: moluna, Greven, Germania
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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.Has been tested in the classroom and revised over a period of several years  . Codice articolo 5910282
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Stochastic Calculus for Finance I | The Binomial Asset Pricing Model
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Buch. Condizione: Neu. Stochastic Calculus for Finance I | The Binomial Asset Pricing Model | Steven Shreve | Buch | xv | Englisch | 2004 | Springer | EAN 9780387401003 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Codice articolo 102480207
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Condizione: New. Codice articolo ABLIING23Feb2215580172265
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Stochastic Calculus Models for Finance I : The Binomial Asset Pricing Model
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Condizione: New. Codice articolo 2074758-n
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Stochastic Calculus for Finance I (Hardcover)
Editore:
Springer-Verlag New York Inc., New York, NY, 2004
ISBN 10: 0387401008
ISBN 13: 9780387401003
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Hardcover. Condizione: new. Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Masters program in Computational Finance. The contents of the book have 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 refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. 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. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9780387401003
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Stochastic Calculus for Finance I
Editore:
Springer New York, Springer US Apr 2004, 2004
ISBN 10: 0387401008
ISBN 13: 9780387401003
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Buch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. 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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume.Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.Advanced undergraduates and Masters level students 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 208 pp. Englisch. Codice articolo 9780387401003
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