Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Shreve, Steven
ISBN 10: 0387401016 ISBN 13: 9780387401010
Edité par Springer, New York
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Hardcover
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Description :
Hardcover edition, corrected 8th printing (2008) in Near Fine/Very Good+ condition. The covers are in great shape except for a small bump at the top edge of the front cover. There is a tiny (1 mm) spot at the top edge of the text block. The binding is square and tight. Small abrasion to the front flyleaf. The interior pages are unmarked, clean and bright as new. The book will be carefully packaged for shipment for protection from the elements. USPS electronic tracking number issued free of charge. N° de réf. du vendeur 15166
Synopsis :
This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.
À propos de l?auteur:
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 « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Détails bibliographiques
Titre : Stochastic Calculus for Finance II: ...
Éditeur : Springer, New York
Reliure : Hardcover
Etat : Very Good
Etat de la jaquette : No Jacket
Edition : First Edition.
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Edité par
Springer (edition First Edition), 2004
ISBN 10 : 0387401016
ISBN 13 : 9780387401010
Ancien ou d'occasion
Couverture rigide
Edition originale
Vendeur : BooksRun, Philadelphia, PA, Etats-Unis
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Hardcover. Etat : Good. First Edition. It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience. N° de réf. du vendeur 0387401016-11-1
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Edité par
Springer, 2004
ISBN 10 : 0387401016
ISBN 13 : 9780387401010
Neuf
Couverture rigide
Edition originale
Vendeur : Textbooks_Source, Columbia, MO, Etats-Unis
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hardcover. Etat : New. First Edition. Ships in a BOX from Central Missouri! UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). N° de réf. du vendeur 000660853N
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Stochastic Calculus for Finance II (Hardcover)
Edité par
Springer-Verlag New York Inc., New York, NY, 2004
ISBN 10 : 0387401016
ISBN 13 : 9780387401010
Neuf
Couverture rigide
Edition originale
Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : new. Hardcover. 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 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. 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 9780387401010
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Stochastic Calculus for Finance II (Hardcover)
Edité par
Springer-Verlag New York Inc., New York, NY, 2004
ISBN 10 : 0387401016
ISBN 13 : 9780387401010
Neuf
Couverture rigide
Edition originale
Vendeur : AussieBookSeller, Truganina, VIC, Australie
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : new. Hardcover. 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 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. 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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. N° de réf. du vendeur 9780387401010
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