9780387249681 - stochastic calculus for finance i: the binomial asset pricing model di shreve, steven e. (31 risultati)
Lingua: Inglese
Editore: Springer, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Editore: Springer, 2005
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Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Lingua: Inglese
Editore: Springer, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Paperback. Condizione: New. 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 author does not assume fami…liarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.
Lingua: Inglese
Editore: Springer, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Editore: Springer-Verlag New York Inc., US, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Paperback. Condizione: New. 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 g…ives 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.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., New York, NY, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Paperback. Condizione: new. Paperback. 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 p…recise 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. 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.
Lingua: Inglese
Editore: Springer, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Editore: Springer, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Lingua: Inglese
Editore: Springer, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Paperback. Condizione: Brand New. 1st edition. 192 pages. 9.00x6.00x0.25 inches. In Stock.
Lingua: Inglese
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Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Kartoniert / Broschiert. Condizione: New. 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  .
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Paperback. Condizione: New. 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 author does not assume fami…liarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.
Lingua: Inglese
Editore: Springer, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
Altre immaginiLingua: Inglese
Editore: Springer, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Taschenbuch. Condizione: Neu. Stochastic Calculus for Finance I | The Binomial Asset Pricing Model | Steven Shreve | Taschenbuch | Springer Finance | xv | Englisch | 2005 | Springer | EAN 9780387249681 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer…[dot]com | Anbieter: preigu.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Paperback. Condizione: New. 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 author does not assume fami…liarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., New York, NY, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
- Brossura
- Prima edizione
Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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Paperback. Condizione: new. Paperback. 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 p…recise 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. 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.
Lingua: Inglese
Editore: Springer, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Condizione: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days. Excellent Customer Service.
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Paperback. Condizione: Brand New. 1st edition. 192 pages. 9.00x6.00x0.25 inches. In Stock. This item is printed on demand.
Lingua: Inglese
Editore: Springer, Humana Jun 2005, 2005
Serie: Springer Finance, Libro 18 di 53. Libro 18 di 53 - Springer Finance
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. 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 bac…kground 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. 208 pp. Englisch.
