Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance / Springer Finance Textbooks) - Couverture souple

Livre 18 sur 53: Springer Finance

Shreve, Steven

 
9780387249681: Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance / Springer Finance Textbooks)
Couverture souple
ISBN 10 : 0387249680 ISBN 13 : 9780387249681
Editeur : Springer-Verlag New York Inc., 2005

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag New York Inc.
Date d'édition
2005
Langue
anglais
ISBN 10 
0387249680
ISBN 13 
9780387249681
Reliure
Broché
Nombre de pages
202
Coordonnées du fabricant
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Allemagne

Autres éditions populaires du même titre

9780387401003: Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

Edition présentée

ISBN 10 :  0387401008 ISBN 13 :  9780387401003
Editeur : Springer, 2004
Couverture souple