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Inhaltsangabe
This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.
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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.
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Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance.
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- VerlagSpringer
- Erscheinungsdatum2010
- ISBN 10 144192311X
- ISBN 13 9781441923110
- EinbandTapa blanda
- SpracheEnglisch
- Anzahl der Seiten572
- Kontakt zum HerstellerNicht verfügbar
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Stochastic Calculus For Finance II: Continuous-Time Models (Springer Finance)
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Zustand: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9781441923110. Bestandsnummer des Verkäufers 9622068
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Stochastic Calculus for Finance II
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Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 . Bestandsnummer des Verkäufers 4172835
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Stochastic Calculus for Finance II
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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -'A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach.It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance.' --SIAM 572 pp. Englisch. Bestandsnummer des Verkäufers 9781441923110
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Stochastic Calculus for Finance II : Continuous-Time Models
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Stochastic Calculus for Finance II : Continuous-Time Models
Verlag:
Springer New York, Springer US, 2010
ISBN 10: 144192311X
ISBN 13: 9781441923110
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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. 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. Bestandsnummer des Verkäufers 9781441923110
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Stochastic Calculus for Finance II
Verlag:
Springer New York, Springer US Dez 2010, 2010
ISBN 10: 144192311X
ISBN 13: 9781441923110
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. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 572 pp. Englisch. Bestandsnummer des Verkäufers 9781441923110
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Stochastic Calculus for Finance II : Continuous-Time Models
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Zustand: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Bestandsnummer des Verkäufers 11865923-5
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Stochastic Calculus for Finance II : Continuous-Time Models
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