Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Shreve, Steven
ISBN 10: 0387401016 ISBN 13: 9780387401010
Editore: Springer (edition First Edition), 2004
Usato
Hardcover
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Descrizione:
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 0387401016-8-1
Riassunto:
"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
Informazioni sull?autore:
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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Dati bibliografici
Titolo: Stochastic Calculus for Finance II: ...
Casa editrice: Springer (edition First Edition)
Data di pubblicazione: 2004
Legatura: Hardcover
Condizione: Very Good
Edizione: First Edition.
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Editore:
Springer, 2004
ISBN 10: 0387401016
ISBN 13: 9780387401010
Antico o usato
Rilegato
Prima edizione
Da: Textbooks_Source, Columbia, MO, U.S.A.
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hardcover. Condizione: Good. First Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Codice articolo 000660853U
Quantità: 1 disponibili
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Stochastic Calculus for Finance II (Hardcover)
Editore:
Springer-Verlag New York Inc., New York, NY, 2004
ISBN 10: 0387401016
ISBN 13: 9780387401010
Nuovo
Rilegato
Prima edizione
Da: Grand Eagle Retail, Mason, OH, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Master's 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. 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 9780387401010
Quantità: 1 disponibili
Foto dell'editore
Stochastic Calculus for Finance II (Hardcover)
Editore:
Springer-Verlag New York Inc., New York, NY, 2004
ISBN 10: 0387401016
ISBN 13: 9780387401010
Nuovo
Rilegato
Prima edizione
Da: AussieBookSeller, Truganina, VIC, Australia
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: new. Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Master's 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. 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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9780387401010
Quantità: 1 disponibili