Stochastic calculus finance (142 Ergebnisse)

Zustand: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Hardcover. Zustand: Fair. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way.

Hardback. Zustand: Good. An elementary introduction to modelling with Ito integral or stochastic differential equations, without burdening the reader with a great deal of measure theory. Applications are taken from stochastic finance. In particular, the Black-Scholes option pricing formula is derived.…

Hardcover. Zustand: Very Good. Minimal wear to cover. Pages clean and binding tight. shelf wear. bumped edges. Hardcover.

Hardcover. Zustand: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

Zustand: 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.

Paperback. Zustand: Good. This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Ito integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Ito formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Ito calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.…

Paperback. Zustand: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less.

Hardcover. Zustand: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

Hardback. Zustand: Good. A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

Zustand: Fair. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9810235437.…

Paperback. Zustand: Good. 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.…

Zustand: good. Gently used with minimal wear on the corners and cover. A few pages may contain light highlighting or writing, but the text remains fully legible. Dust jacket may be missing, and supplemental materials like CDs or codes may not be included. May be ex-library with library markings. Ships promptly. …

Jun 13, 1996. Zustand: Used: Very Good. Inkl. Rechnung nach §19 - Buch stammt aus aufgelà ster Lehrbuchsammlung, Label, Stempel und Notizen mà glich.

Hardback. Zustand: Very Good. Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance.…

Hardcover. Zustand: Very Good. 2. 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.

Zustand: Good. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Library sticker on front cover. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437.…

Zustand: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437.…

Zustand: Fair. Volume 6. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. Dust jacket in fair condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,550grams, ISBN:9789810235437.…

Hardcover. Zustand: Like New. First Edition. First Edition, Later Printing. Published by World Scientific Publishing Company, 1998. Octavo. Hardcover. Book is like new. Dust jacket is like new, with some shelf/edgewear.

Zustand: Good. 1 Edition. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Hardcover. Zustand: Very Good. Cover and edges may have some wear.

paperback. Zustand: Very Good. Most items will be dispatched the same or the next working day. A copy that has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

paperback. Zustand: Very Good. Cover and edges may have some wear.

Zustand: 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.

Zustand: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Hardcover. Zustand: Wie neu. XXXVII, 633 S. : Ill. Like new. Shrink wrapped. Sprache: Englisch Gewicht in Gramm: 1260.

Paperback. Zustand: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.

Paperback. Zustand: Very Good.

Hardcover. Zustand: Good+. No Jacket. Hard cover - Good+. 185 pages. Content Good+. (415g) Photo on request. As Books that Benefit gives the proceeds from the sale of this book to charity correct postage will be asked for when more than default price quoted.