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Idioma: Inglés
Publicado por Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Librería: Rarewaves.com USA, London, LONDO, Reino Unido
EUR 70,78
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Añadir al carritoPaperback. Condición: 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.
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Idioma: Inglés
Publicado por Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de America
EUR 76,11
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Añadir al carritoPaperback. Condición: 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.
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., New York, NY, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
Original o primera edición
EUR 77,20
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Añadir al carritoPaperback. Condición: 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.
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EUR 58,74
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EUR 60,30
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EUR 67,24
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EUR 69,40
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Idioma: Inglés
Publicado por Springer-Verlag New York Inc., 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
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EUR 72,53
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Añadir al carritoPaperback / softback. Condición: New. New copy - Usually dispatched within 3 working days.
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EUR 90,62
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Añadir al carritoPaperback. Condición: Brand New. 1st edition. 192 pages. 9.00x6.00x0.25 inches. In Stock.
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EUR 93,81
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Librería: moluna, Greven, Alemania
EUR 69,23
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Añadir al carritoCondición: New. Developed for the professional Master s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Has been tested in the classroom and revised over a period of several years  .
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Librería: Rarewaves USA United, OSWEGO, IL, Estados Unidos de America
EUR 77,98
Cantidad disponible: 2 disponibles
Añadir al carritoPaperback. Condición: 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.
Librería: preigu, Osnabrück, Alemania
EUR 59,30
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Añadir al carritoTaschenbuch. Condición: Neu. Stochastic Calculus for Finance I | The Binomial Asset Pricing Model | Steven Shreve | Taschenbuch | Springer Finance | xv | Englisch | 2005 | Springer | EAN 9780387249681 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., US, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Librería: Rarewaves.com UK, London, Reino Unido
EUR 65,71
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Añadir al carritoPaperback. Condición: 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.
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., New York, NY, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Librería: AussieBookSeller, Truganina, VIC, Australia
Original o primera edición
EUR 116,62
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: 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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.