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

Steven E. Shreve

ISBN 10: 0387401008 / ISBN 13: 9780387401003

Edité par Springer Verlag, 2004

A propos de cet article

1st edition. 250 pages. 9.25x6.25x0.75 inches. In Stock. N° de réf. du vendeur x-0387401008

Détails bibliographiques

Titre : Stochastic Calculus Models for Finance I: ...

Éditeur : Springer Verlag

Date d'édition : 2004

Reliure : Hardcover

Etat : Brand New

A propos de ce titre

Synopsis :

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