Articles liés à Stochastic Calculus for Finance I: The Binomial Asset...
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance / Springer Finance Textbooks) - Couverture souple
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.
- ÉditeurSpringer-Verlag New York Inc.
- Date d'édition2005
- ISBN 10 0387249680
- ISBN 13 9780387249681
- ReliureBroché
- Langueanglais
- Nombre de pages187
- Coordonnées du fabricantnon disponible
Acheter neuf
Afficher cet article
EUR 54,83
EUR 7,11 expédition depuis Royaume-Uni vers France
Destinations, frais et délaisAutres éditions populaires du même titre
Résultats de recherche pour Stochastic Calculus for Finance I: The Binomial Asset...
Image d'archives
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Edité par
Springer (edition 2004), 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Ancien ou d'occasion
Paperback
Vendeur : BooksRun, Philadelphia, PA, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Very Good. 2004. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. N° de réf. du vendeur 0387249680-8-1
Quantité disponible : 1 disponible(s)
Image d'archives
STOCHASTIC CALCULUS FOR FINANCE I
Vendeur : Speedyhen, London, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : NEW. N° de réf. du vendeur NW9780387249681
Quantité disponible : 3 disponible(s)
Image d'archives
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Edité par
Springer, 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Ancien ou d'occasion
Couverture souple
Vendeur : SecondSale, Montgomery, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. N° de réf. du vendeur 00086020359
Quantité disponible : 4 disponible(s)
Image d'archives
Stochastic Calculus for Finance I
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 4 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur GB-9780387249681
Quantité disponible : 3 disponible(s)
Image d'archives
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Edité par
Springer, 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Ancien ou d'occasion
paperback
Vendeur : Book Alley, Pasadena, CA, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
paperback. Etat : Very Good. Gently used, no markings. N° de réf. du vendeur mon0000722913
Quantité disponible : 1 disponible(s)
Image d'archives
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. In. N° de réf. du vendeur ria9780387249681_new
Quantité disponible : Plus de 20 disponibles
Image fournie par le vendeur
Stochastic Calculus for Finance I
Edité par
Springer New York, Springer US Jun 2005, 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : 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. N° de réf. du vendeur 9780387249681
Quantité disponible : 2 disponible(s)
Image d'archives
Stochastic Calculus for Finance
Edité par
Springer-Verlag New York Inc., 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Neuf
Couverture souple
Vendeur : Kennys Bookshop and Art Galleries Ltd., Galway, GY, Irlande
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. 2005. 2004th Edition. Paperback. Suitable for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the US, this title presents exercises that are drawn from practical problems in quantitative finance. Series: Springer Finance. Num Pages: 187 pages, biography. BIC Classification: KFF; PBKA. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 157 x 11. Weight in Grams: 324. . . . . . N° de réf. du vendeur V9780387249681
Quantité disponible : 3 disponible(s)
Image fournie par le vendeur
Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Vendeur : GreatBookPricesUK, Woodford Green, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 3515873-n
Quantité disponible : 3 disponible(s)
Image d'archives
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Vendeur : California Books, Miami, FL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur I-9780387249681
Quantité disponible : Plus de 20 disponibles