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Sinopsis
"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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Acerca del autor
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.
De la contraportada
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.
Masters level students and researchers 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.
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Stochastic Calculus for Finance II: Continuous-Time Models
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Stochastic Calculus for Finance II. Continuous-Time Models
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Condición: Bueno. Springer. Tapa dura. Cubierta deslucida. 24 cm. Texto en ingles. Libro en almacén 5. Bueno. Nº de ref. del artículo: 97610
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Stochastic Calculus Models for Finance II : Continuous-Time Models
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Springer New York, 2004
ISBN 10: 0387401016
ISBN 13: 9780387401010
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Stochastic Calculus for Finance II : Continuous-Time Models
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Condición: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Nº de ref. del artículo: 2075005-5
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Stochastic Calculus for Finance II: Continuous-Time Models
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Stochastic Calculus for Finance II : Continuous-Time Models
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Condición: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers. Nº de ref. del artículo: 2075005-5
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Stochastic Calculus for Finance II
Publicado por
Springer New York, Springer US Jun 2004, 2004
ISBN 10: 0387401016
ISBN 13: 9780387401010
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Buch. Condición: 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. Nº de ref. del artículo: 9780387401010
Cantidad disponible: 2 disponibles
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Publicado por
Springer December 2010, 2010
ISBN 10: 0387401016
ISBN 13: 9780387401010
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Condición: New. In. Nº de ref. del artículo: ria9780387401010_new
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