Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance / Springer Finance Textbooks) - Couverture souple
Livre 18 sur 53: Springer Finance
Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Autres éditions populaires du même titre
Résultats de recherche pour Stochastic Calculus for Finance I: The Binomial Asset...
Image d'archives
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Edité par
Springer, 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Ancien ou d'occasion
Paperback
Vendeur : HPB-Red, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : Acceptable. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority! N° de réf. du vendeur S_429725602
Acheter D'occasion
EUR 26,10
Expédition à EUR 3,25
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Edité par
Springer, 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Ancien ou d'occasion
paperback
Vendeur : Books From California, Simi Valley, CA, Etats-Unis
Évaluation du vendeur 4 sur 5 étoiles
paperback. Etat : Very Good. Cover and edges may have some wear. N° de réf. du vendeur mon0004077687
Acheter D'occasion
EUR 26,54
Expédition à EUR 4,32
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)
Image d'archives
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Edité par
Springer, 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
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 M00387249680-G
Acheter D'occasion
EUR 41,78
Expédition à EUR 5
Expédition depuis Allemagne vers Etats-Unis
Expédition depuis Allemagne vers Etats-Unis
Quantité disponible : 1 disponible(s)
Image fournie par le vendeur
Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : New. N° de réf. du vendeur 3515873-n
Acheter neuf
EUR 58,64
Expédition à EUR 2,29
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
Stochastic Calculus for Finance I
Vendeur : PBShop.store US, Wood Dale, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur GB-9780387249681
Acheter neuf
EUR 61,01
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 5 disponible(s)
Image d'archives
Stochastic Calculus for Finance I
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur GB-9780387249681
Acheter neuf
EUR 57,56
Expédition à EUR 4,77
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 4 disponible(s)
Image fournie par le vendeur
Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Edité par
Springer, 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Ancien ou d'occasion
Couverture souple
Vendeur : GreatBookPrices, Columbia, MD, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Etat : As New. Unread book in perfect condition. N° de réf. du vendeur 3515873
Acheter D'occasion
EUR 64,59
Expédition à EUR 2,29
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : Plus de 20 disponibles
Image d'archives
STOCHASTIC CALCULUS FOR FINANCE I
Vendeur : Speedyhen LLC, Hialeah, FL, Etats-Unis
Évaluation du vendeur 3 sur 5 étoiles
Etat : NEW. N° de réf. du vendeur NWUS9780387249681
Acheter neuf
EUR 67,10
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 8 disponible(s)
Image fournie par le vendeur
Stochastic Calculus for Finance I
Edité par
Springer-Verlag New York Inc., US, 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Neuf
Paperback
Vendeur : Rarewaves.com USA, London, LONDO, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : New. 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. N° de réf. du vendeur LU-9780387249681
Acheter neuf
EUR 69,97
Livraison gratuite
Expédition depuis Royaume-Uni vers Etats-Unis
Expédition depuis Royaume-Uni vers Etats-Unis
Quantité disponible : 2 disponible(s)
Image d'archives
Stochastic Calculus for Finance I (Paperback)
Edité par
Springer-Verlag New York Inc., New York, NY, 2005
ISBN 10 : 0387249680
ISBN 13 : 9780387249681
Neuf
Paperback
Edition originale
Vendeur : Grand Eagle Retail, Bensenville, IL, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Paperback. Etat : new. Paperback. 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. 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 9780387249681
Acheter neuf
EUR 70,58
Livraison gratuite
Expédition nationale : Etats-Unis
Expédition nationale : Etats-Unis
Quantité disponible : 1 disponible(s)