Stochastic Calculus for Finance I: The Binomial Asset Pricing Model - Couverture souple
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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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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Edité par
Springer, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
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Stochastic Calculus Models for Finance No. I : The Binomial Asset Pricing Model
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Springer New York, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
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Etat : Good. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good. N° de réf. du vendeur 9821176-20
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Stochastic Calculus Models for Finance I : The Binomial Asset Pricing Model
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Stochastic Calculus for Finance I (Hardcover)
Edité par
Springer-Verlag New York Inc., New York, NY, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Neuf
Couverture rigide
Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
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Hardcover. Etat : new. Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Masters 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 text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. 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. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. N° de réf. du vendeur 9780387401003
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
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Stochastic Calculus Models 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 : GreatBookPrices, Columbia, MD, Etats-Unis
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Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 2074758
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Stochastic Calculus for Finance I
Edité par
Springer-Verlag New York Inc., US, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Neuf
Couverture rigide
Vendeur : Rarewaves USA, OSWEGO, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardback. Etat : New. 2004 ed. This book evolved from the first ten years of the Carnegie Mellon professional Masters 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 text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. 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. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available. N° de réf. du vendeur LU-9780387401003
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Stochastic Calculus Models for Finance I: The Binomial Asset Pricing Model
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Hardcover. Etat : Brand New. 1st edition. 250 pages. 9.25x6.25x0.75 inches. In Stock. This item is printed on demand. N° de réf. du vendeur __0387401008
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Stochastic Calculus for Finance I
Edité par
Springer-Verlag New York Inc., US, 2004
ISBN 10 : 0387401008
ISBN 13 : 9780387401003
Neuf
Couverture rigide
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Hardback. Etat : New. 2004 ed. This book evolved from the first ten years of the Carnegie Mellon professional Masters 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 text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. 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. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available. N° de réf. du vendeur LU-9780387401003
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