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Synopsis
This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The author does not assume familiarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.
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- ÉditeurSpringer
- Date d'édition2004
- ISBN 10 0387401008
- ISBN 13 9780387401003
- ReliureBroché
- Langueanglais
- Nombre de pages208
- Coordonnées du fabricantnon disponible
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Edité par
Springer, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Ancien ou d'occasion
Couverture rigide
Vendeur : ThriftBooks-Atlanta, AUSTELL, GA, Etats-Unis
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Hardcover. Etat : Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.4. N° de réf. du vendeur G0387401008I4N10
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Edité par
Springer, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Ancien ou d'occasion
Couverture souple
Vendeur : medimops, Berlin, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Etat : 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. N° de réf. du vendeur M00387401008-G
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. With 33 Figures. (= Reihe: Springer Finance).
Edité par
Springer Verlag, New York, Berlin, Heidelberg, Hong Kong, London, Milan, Paris, Tokyo, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Ancien ou d'occasion
Couverture rigide
Vendeur : Versandantiquariat Abendstunde, Ludwigshafen am Rhein, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : 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). N° de réf. du vendeur BN33658
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Edité par
Springer, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Ancien ou d'occasion
Couverture souple
Vendeur : LiLi - La Liberté des Livres, CANEJAN, France
Évaluation du vendeur 5 sur 5 étoiles
Etat : very good. l'article peut presenter de tres legers signes d'usure, petites rayures ou imperfections esthetiques. vendeur professionnel; envoi soigne en 24/48h. N° de réf. du vendeur 2504180000846
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Edité par
Springer, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Ancien ou d'occasion
paperback
Vendeur : Studibuch, Stuttgart, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
paperback. Etat : Wie neu. 208 Seiten; 9780387401003.1 Gewicht in Gramm: 1. N° de réf. du vendeur 904194
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Stochastic Calculus for Finance I
Edité par
Springer New York, Springer US Apr 2004, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Neuf
Buch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. 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 9780387401003
Quantité disponible : 1 disponible(s)
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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-9780387401003
Quantité disponible : Plus de 20 disponibles
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Stochastic Calculus for Finance I
Edité par
Springer New York, Springer US Apr 2004, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Neuf
Buch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9780387401003
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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 ria9780387401003_new
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Edité par
Springer New York, Springer New York, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Neuf
Buch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Buch. Etat : 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. N° de réf. du vendeur 9780387401003
Quantité disponible : 1 disponible(s)