Stochastic Calculus for Finance II: Continuous-Time Models: v. 2 (Springer Finance)

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9780387401010: Stochastic Calculus for Finance II: Continuous-Time Models: v. 2 (Springer Finance)
Review:

From the reviews of the first edition:

"Steven Shreve’s comprehensive two-volume Stochastic Calculus for Finance may well be the last word, at least for a while, in the flood of Master’s level books.... a detailed and authoritative reference for "quants” (formerly known as "rocket scientists”). The books are derived from lecture notes that have been available on the Web for years and that have developed a huge cult following among students, instructors, and practitioners. The key ideas presented in these works involve the mathematical theory of securities pricing based upon the ideas of classical finance.
...the beauty of mathematics is partly in the fact that it is self-contained and allows us to explore the logical implications of our hypotheses. The material of this volume of Shreve’s text is a wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.
In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach. It is accessible to a broad audience and has been developed after years of teaching the subject. It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." (SIAM, 2005)

"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 refine through classroom experience with this material are provided throughout the book." (Finanz Betrieb, 7:5, 2005)

"The origin of this two volume textbook are the well-known lecture notes on Stochastic Calculus … . The first volume contains the binomial asset pricing model. … The second volume covers continuous-time models … . This book continues the series of publications by Steven Shreve of highest quality on the one hand and accessibility on the other end. It is a must for anybody who wants to get into mathematical finance and a pleasure for experts … ." (www.mathfinance.de, 2004)

"This is the latter of the two-volume series evolving from the author’s mathematics courses in M.Sc. Computational Finance program at Carnegie Mellon University (USA). The content of this book is organized such as to give the reader precise statements of results, plausibility arguments, mathematical proofs and, more importantly, the intuitive explanations of the financial and economic phenomena. Each chapter concludes with summary of the discussed matter, bibliographic notes, and a set of really useful exercises." (Neculai Curteanu, Zentralblatt MATH, Vol. 1068, 2005)

From the Publisher:

"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM

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1.

Shreve, Steven E.
Editorial: Springer-Verlag New York Inc., United States (2010)
ISBN 10: 0387401016 ISBN 13: 9780387401010
Nuevos Tapa dura Cantidad: 1
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Descripción Springer-Verlag New York Inc., United States, 2010. Hardback. Estado de conservación: New. 1st ed. 2004. Corr. 2nd printing 2010. 242 x 158 mm. Language: English . Brand New Book. A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach.It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance. --SIAM. Nº de ref. de la librería AAZ9780387401010

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Shreve, Steven E.
Editorial: Springer (2004)
ISBN 10: 0387401016 ISBN 13: 9780387401010
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Descripción Springer, 2004. Hardcover. Estado de conservación: New. This item is printed on demand. Nº de ref. de la librería SONG0387401016

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Shreve, Steven E.
Editorial: Springer-Verlag New York Inc., United States (2010)
ISBN 10: 0387401016 ISBN 13: 9780387401010
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The Book Depository US
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Descripción Springer-Verlag New York Inc., United States, 2010. Hardback. Estado de conservación: New. 1st ed. 2004. Corr. 2nd printing 2010. 242 x 158 mm. Language: English . Brand New Book. A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach.It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance. --SIAM. Nº de ref. de la librería AAZ9780387401010

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Shreve, Steven E.
Editorial: Springer-Verlag New York Inc. (2004)
ISBN 10: 0387401016 ISBN 13: 9780387401010
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Descripción Springer-Verlag New York Inc., 2004. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería GB-9780387401010

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Shreve, Steven E.
Editorial: Springer-Verlag New York Inc.
ISBN 10: 0387401016 ISBN 13: 9780387401010
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Descripción Springer-Verlag New York Inc. Hardback. Estado de conservación: new. BRAND NEW, Stochastic Calculus for Finance: Continuous-Time Models: v. 2 (1st ed. 2004. Corr. 2nd printing 2010), Steven E. Shreve, "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach.It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM. Nº de ref. de la librería B9780387401010

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Shreve, Steven E.
Editorial: Springer-Verlag New York Inc. 2004-05-31, New York, NY (2004)
ISBN 10: 0387401016 ISBN 13: 9780387401010
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Descripción Springer-Verlag New York Inc. 2004-05-31, New York, NY, 2004. hardback. Estado de conservación: New. Nº de ref. de la librería 9780387401010

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Shreve, Steven E.
ISBN 10: 0387401016 ISBN 13: 9780387401010
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Descripción Estado de conservación: New. Bookseller Inventory # ST0387401016. Nº de ref. de la librería ST0387401016

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Shreve, Steven E.
Editorial: Springer (2010)
ISBN 10: 0387401016 ISBN 13: 9780387401010
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Descripción Springer, 2010. Estado de conservación: New. 2010. 1st. Hardcover. Treats the key classical models of finance through an applied probability approach. This book is suitable for those studying the mathematics of the classical theory of finance. Series: Springer Finance. Num Pages: 550 pages, biography. BIC Classification: KFF. Category: (G) General (US: Trade); (P) Professional & Vocational. Dimension: 164 x 240 x 36. Weight in Grams: 1010. . . . . . . Nº de ref. de la librería V9780387401010

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Shreve, Steven E.
Editorial: Springer
ISBN 10: 0387401016 ISBN 13: 9780387401010
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Descripción Springer. Estado de conservación: New. 2010. 1st. Hardcover. Treats the key classical models of finance through an applied probability approach. This book is suitable for those studying the mathematics of the classical theory of finance. Series: Springer Finance. Num Pages: 550 pages, biography. BIC Classification: KFF. Category: (G) General (US: Trade); (P) Professional & Vocational. Dimension: 164 x 240 x 36. Weight in Grams: 1010. . . . . . Books ship from the US and Ireland. Nº de ref. de la librería V9780387401010

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Shreve, Steven E.
Editorial: Springer (2008)
ISBN 10: 0387401016 ISBN 13: 9780387401010
Nuevos Tapa dura Cantidad: 9
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Descripción Springer, 2008. Estado de conservación: New. book. Nº de ref. de la librería ria9780387401010_rkm

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