Verwandte Artikel zu Stochastic Calculus for Finance I: The Binomial Asset...
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance Textbooks) - Softcover
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
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Über die Autorin bzw. den Autor
Von der hinteren Coverseite
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 stchastic 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.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
- VerlagSpringer
- Erscheinungsdatum2005
- ISBN 10 0387249680
- ISBN 13 9780387249681
- EinbandTapa blanda
- SpracheEnglisch
- Anzahl der Seiten208
- Kontakt zum HerstellerNicht verfügbar
Neu kaufen
Diesen Artikel anzeigen
EUR 54,87
EUR 5,93 für den Versand von Vereinigtes Königreich nach Deutschland
Versandziele, Kosten & DauerWeitere beliebte Ausgaben desselben Titels
Suchergebnisse für Stochastic Calculus for Finance I: The Binomial Asset...
Beispielbild für diese ISBN
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Verlag:
Springer (edition 2004), 2005
ISBN 10: 0387249680
ISBN 13: 9780387249681
Gebraucht
Paperback
Anbieter: BooksRun, Philadelphia, PA, USA
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: Very Good. 2004. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Bestandsnummer des Verkäufers 0387249680-8-1
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
STOCHASTIC CALCULUS FOR FINANCE I
Anbieter: Speedyhen, London, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: NEW. Bestandsnummer des Verkäufers NW9780387249681
Anzahl: 3 verfügbar
Beispielbild für diese ISBN
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Anbieter: SecondSale, Montgomery, IL, USA
Verkäuferbewertung 5 von 5 Sternen
Zustand: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Bestandsnummer des Verkäufers 00086020359
Anzahl: 4 verfügbar
Beispielbild für diese ISBN
Stochastic Calculus for Finance I
Anbieter: PBShop.store US, Wood Dale, IL, USA
Verkäuferbewertung 5 von 5 Sternen
PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000. Bestandsnummer des Verkäufers GB-9780387249681
Anzahl: 3 verfügbar
Foto des Verkäufers
Stochastic Calculus for Finance I
Verlag:
Springer New York, Springer US Jun 2005, 2005
ISBN 10: 0387249680
ISBN 13: 9780387249681
Neu
Taschenbuch
Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: 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 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. 208 pp. Englisch. Bestandsnummer des Verkäufers 9780387249681
Anzahl: 2 verfügbar
Foto des Verkäufers
Stochastic Calculus for Finance I
Verlag:
Springer New York, Springer New York Jun 2005, 2005
ISBN 10: 0387249680
ISBN 13: 9780387249681
Neu
Taschenbuch
Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Verkäuferbewertung 5 von 5 Sternen
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. Bestandsnummer des Verkäufers 9780387249681
Anzahl: 2 verfügbar
Beispielbild für diese ISBN
Stochastic Calculus for Finance I
Anbieter: PBShop.store UK, Fairford, GLOS, Vereinigtes Königreich
Verkäuferbewertung 4 von 5 Sternen
PAP. Zustand: New. New Book. Shipped from UK. Established seller since 2000. Bestandsnummer des Verkäufers GB-9780387249681
Anzahl: 3 verfügbar
Foto des Verkäufers
Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Verlag:
Springer New York, Springer New York, 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. Bestandsnummer des Verkäufers 9780387249681
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Anbieter: Book Alley, Pasadena, CA, USA
Verkäuferbewertung 4 von 5 Sternen
paperback. Zustand: Very Good. Gently used, no markings. Bestandsnummer des Verkäufers mon0000722913
Anzahl: 1 verfügbar
Foto des Verkäufers
Stochastic Calculus for Finance I
Anbieter: moluna, Greven, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Zustand: 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  . Bestandsnummer des Verkäufers 5909420
Anzahl: 3 verfügbar