Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Steven E. Shreve
ISBN 10: 0387249680 ISBN 13: 9780387249681
Verlag: Springer, 2005
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Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Bestandsnummer des Verkäufers M00387249680-V
Inhaltsangabe:
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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Titel: Stochastic Calculus for Finance I: The ...
Verlag: Springer
Erscheinungsdatum: 2005
Einband: Softcover
Zustand: very good
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
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Paperback. Zustand: Fair. No Jacket. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less 0.73. Artikel-Nr. G0387249680I5N00
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Stochastic Calculus for Finance I
Verlag:
Springer New York, Springer New York Jun 2005, 2005
ISBN 10: 0387249680
ISBN 13: 9780387249681
Neu
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Taschenbuch. Zustand: Neu. 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. Artikel-Nr. 9780387249681
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
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Paperback. Zustand: Brand New. 1st edition. 192 pages. 9.00x6.00x0.25 inches. In Stock. Artikel-Nr. __0387249680
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Verlag:
Springer New York, Springer US, 2005
ISBN 10: 0387249680
ISBN 13: 9780387249681
Neu
Taschenbuch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: 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. Artikel-Nr. 9780387249681
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
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Paperback. Zustand: Brand New. 1st edition. 192 pages. 9.00x6.00x0.25 inches. In Stock. Artikel-Nr. x-0387249680
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