9781441923110 - stochastic calculus for finance ii: continuous-time models di shreve, steven (32 risultati)
Lingua: Inglese
Editore: Springer, 2010
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Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
Lingua: Inglese
Editore: Springer, 2010
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Condizione: Acceptable. Readable, but has significant damage / tears. Has a remainder mark. paperback Used - Acceptable 2010.
Lingua: Inglese
Editore: Springer, 2010
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paperback. Condizione: Very Good.
Lingua: Inglese
Editore: Springer, 2010
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Soft cover. Condizione: Very Good. on the outside, my copy appears NEW, MINT; there is an owner BookPlate; 550 newish pages; xc for some notes and underlining p215; author writes re a stock price is a generalized geometric Brownian motion; with the hi degree of uncertainty whether next is up or down; I ship anywhere you wish.
Lingua: Inglese
Editore: Springer, 2010
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Lingua: Inglese
Editore: Springer, 2010
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Condizione: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Lingua: Inglese
Editore: Springer, 2010
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PAP. Condizione: New. New Book. Shipped from UK. Established seller since 2000.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2010
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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. 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. Softcover reprint of the original 1st ed. 2004.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2010
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Da: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
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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. 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. Softcover reprint of the original 1st ed. 2004.
Lingua: Inglese
Editore: Springer, 2010
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Da: California Books, Miami, FL, U.S.A.California Books
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Condizione: New.
Lingua: Inglese
Editore: Springer, 2010
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Lingua: Inglese
Editore: Springer, 2010
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Da: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., New York, NY, 2010
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- Prima edizione
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Paperback. Condizione: new. Paperback. 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. 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, 2010
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Da: GoldBooks, Denver, CO, U.S.A.GoldBooks
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Paperback. Condizione: new. New Copy. Customer Service Guaranteed.
Lingua: Inglese
Editore: Springer, 2010
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Da: GreatBookPricesUK, Woodford Green, Regno UnitoGreatBookPricesUK
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Condizione: As New. Unread book in perfect condition.
Lingua: Inglese
Editore: Springer, 2010
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Condizione: New.
Lingua: Inglese
Editore: Springer 2010-12, 2010
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PF. Condizione: New.
Lingua: Inglese
Editore: Springer, 2010
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Lingua: Inglese
Editore: Springer, 2010
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Condizione: New. pp. 572.
Lingua: Inglese
Editore: Springer New York, 2010
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Da: moluna, Greven, Germaniamoluna
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Condizione: New. 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 .
Lingua: Inglese
Editore: Springer New York, 2010
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Paperback. Condizione: Brand New. 550 pages. 9.00x6.00x1.60 inches. In Stock.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., US, 2010
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Da: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
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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. 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. Softcover reprint of the original 1st ed. 2004.
Altre immaginiLingua: Inglese
Editore: Springer, 2010
- Brossura
Da: preigu, Osnabrück, Germaniapreigu
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Taschenbuch. Condizione: Neu. Stochastic Calculus for Finance II | Continuous-Time Models | Steven Shreve | Taschenbuch | Springer Finance | xix | Englisch | 2010 | Springer | EAN 9781441923110 | 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, 2010
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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. 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. Softcover reprint of the original 1st ed. 2004.
Lingua: Inglese
Editore: Springer-Verlag New York Inc., New York, NY, 2010
- Brossura
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Da: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
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Paperback. Condizione: new. Paperback. 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. 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, 2010
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Condizione: new. Questo è un articolo print on demand.
Lingua: Inglese
Editore: Springer, 2010
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Condizione: Brand New. New. US edition. Print on demand title. Delivery takes 20-25 days. Excellent Customer Service.
Lingua: Inglese
Editore: Springer, Springer Dez 2010, 2010
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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. 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.
Lingua: Inglese
Editore: Springer, 2010
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Condizione: New. Print on Demand pp. 572 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Lingua: Inglese
Editore: Springer, 2010
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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Condizione: New. PRINT ON DEMAND pp. 572.
