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Paperback. 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. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.Master's level studentsand researchers in mathematical finance and financial engineering will find this book useful. 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 9781441923110
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.
Titre : Stochastic Calculus for Finance II (...
Éditeur : Springer-Verlag New York Inc., New York, NY
Date d'édition : 2010
Reliure : Paperback
Etat : new
Edition : Edition originale
Vendeur : Marlton Books, Bridgeton, NJ, Etats-Unis
Etat : Acceptable. Readable, but has significant damage / tears. Has a remainder mark. paperback Used - Acceptable 2010. N° de réf. du vendeur AB-014191
Quantité disponible : 13 disponible(s)
Vendeur : BooXX in Stock, Dekalb, IL, Etats-Unis
Soft cover. Etat : Very Good. on the outside, my copy appears NEW, MINT; there is an owner BookPlate; 550 newish pages; xc for some notes and underlining p215; author writes re a stock price is a generalized geometric Brownian motion; with the hi degree of uncertainty whether next is up or down; I ship anywhere you wish; N° de réf. du vendeur 005621
Quantité disponible : 1 disponible(s)
Vendeur : Books From California, Simi Valley, CA, Etats-Unis
paperback. Etat : Very Good. N° de réf. du vendeur mon0003655131
Quantité disponible : 3 disponible(s)
Vendeur : Brook Bookstore On Demand, Napoli, NA, Italie
Etat : new. Questo è un articolo print on demand. N° de réf. du vendeur 9fc1c18d87fe94dfc7c7c3a376fd1951
Quantité disponible : Plus de 20 disponibles
Vendeur : preigu, Osnabrück, Allemagne
Taschenbuch. Etat : Neu. Stochastic Calculus for Finance II | Continuous-Time Models | Steven Shreve | Taschenbuch | Springer Finance | xix | Englisch | 2010 | Springer | EAN 9781441923110 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. N° de réf. du vendeur 107253107
Quantité disponible : 5 disponible(s)
Vendeur : moluna, Greven, Allemagne
Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Developed for the professional Master s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Tested in the classroom and revised over a period of several years A wonderful display of . N° de réf. du vendeur 4172835
Quantité disponible : Plus de 20 disponibles
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.Master's level studentsand researchers in mathematical finance and financial engineering will find this book useful. 572 pp. Englisch. N° de réf. du vendeur 9781441923110
Quantité disponible : 2 disponible(s)
Vendeur : Basi6 International, Irving, TX, Etats-Unis
Etat : Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. N° de réf. du vendeur ABEOCT25-389917
Quantité disponible : 1 disponible(s)
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 572 pp. Englisch. N° de réf. du vendeur 9781441923110
Quantité disponible : 1 disponible(s)
Vendeur : College Campus, Sturgeon Lake, MN, Etats-Unis
Etat : Good. Used Item. Does not include New Access Codes , Cd's or one time use items that come when New. This item is Used. N° de réf. du vendeur 038740101613122-EM02409652
Quantité disponible : 1 disponible(s)