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Studibuch, Stuttgart, Deutschland
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208 Seiten; 9780387401003.1 Gewicht in Gramm: 1. Bestandsnummer des Verkäufers 904194
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
Über die Autorin bzw. den Autor:
Titel: Stochastic Calculus for Finance I: The ...
Verlag: Springer
Erscheinungsdatum: 2004
Einband: paperback
Zustand: Wie neu
Anbieter: Books From California, Simi Valley, CA, USA
Hardcover. Zustand: Very Good. Bestandsnummer des Verkäufers mon0003812680
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Anbieter: Versandantiquariat Abendstunde, Ludwigshafen am Rhein, Deutschland
Hardcover. Zustand: gut. Erste Aufl. Kartonierte glanzfolienkaschierte Broschur mit Rücken- und Deckeltitel. Der Kopfschnitt partiell ganz dezent verfärbt, ansonsten guter bis sehr guter Erhaltungszustand. "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." (Verlagstext) In englischer Sprache. XV, (I), 187, (5) pages. Groß 8° (154 x 235mm). Bestandsnummer des Verkäufers BN33658
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Zustand: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Bestandsnummer des Verkäufers M00387401008-G
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Anbieter: moluna, Greven, Deutschland
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.Has been tested in the classroom and revised over a period of several years  . Bestandsnummer des Verkäufers 5910282
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Zustand: very good. l'article peut presenter de tres legers signes d'usure, petites rayures ou imperfections esthetiques. vendeur professionnel; envoi soigne en 24/48h. Bestandsnummer des Verkäufers 2504180000846
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Zustand: New. SUPER FAST SHIPPING. Bestandsnummer des Verkäufers 9780387401003
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Anbieter: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Deutschland
Buch. 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 9780387401003
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Anbieter: buchversandmimpf2000, Emtmannsberg, BAYE, Deutschland
Buch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. 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 9780387401003
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