Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

Steven Shreve

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Idioma: inglés

Editorial: Springer-Verlag New York Inc., 2005

0387249680 / 9780387249681

Serie: Libro 18 de 53 - Springer Finance

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Descripción del artículo del vendedor

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. …

N° de ref. del artículo CIN0387249680G

Título
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Autor
Steven Shreve
Editorial
Springer-Verlag New York Inc.
Año de publicación
2005
Estado
Good
Encuadernación
Paperback
Idioma
inglés
ISBN 10
0387249680
ISBN 13
9780387249681
Serie
Libro 18 de 53: Springer Finance

World of Books Inc

Montgomery, IL, Estados Unidos de America

Vendedor de 4 estrellas

Vendedor de IberLibro desde 23 de marzo de 2026

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