ISBN: 9780387401010 - stochastic calculus for finance ii: continuous-time models (springer finance)-inglés (35 resultados)

Condición: Good. This is a used book. The item may contain former library stamps, markings, stickers, and sleeves. It may also contain minor marks, cuts, or bends. All pages, covers, and dust jackets are intact, if applicable. The cover art may be different than pictured. Books may contain minor underlining, highlighting, and notes. Access codes, CDs, and other bundled media may not be present or usable. Some books contain minor stains and/or discoloration from normal wear and tear.…

Hardback. Condición: Fair. A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

Condición: Acceptable. Readable, but has significant damage / tears. Has a remainder mark. hardcover Used - Acceptable 2004.

hardcover. Condición: Good. First Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).

Hardcover/Hardback. Condición: Good. N/A | Pages: 569.

Hardback. Condición: Fair. A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

Hardcover. Condición: Very Good. Cover and edges may have some wear.

Condición: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condición: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.

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.…

Condición: Good. [ No Hassle 30 Day Returns ][ Ships Daily ] [ Underlining/Highlighting: NONE ] [ Writing: NONE ] [ Edition: first ] Publisher: Springer Pub Date: 4/25/2004 Binding: Hardcover Pages: 550 first edition.

Hardback. Condición: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: new. New Copy. Customer Service Guaranteed.

Condición: Bueno. Springer. Tapa dura. Cubierta deslucida. 24 cm. Texto en ingles. Libro en almacén 5. Bueno.

Condición: New.

Hardcover. Condición: new. Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Master's 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. 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.…

Condición: New.

Buch. Condición: Neu. 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.…

Condición: New.

Condición: As New. Unread book in perfect condition.

hardcover. Condición: Sehr gut. 569 Seiten; 9780387401010.2 Gewicht in Gramm: 2.

hardcover. Condición: New. In shrink wrap. Looks like an interesting title.

Condición: New. pp. 572.

Hardcover. Condición: Brand New. 550 pages. 9.50x6.50x1.25 inches. In Stock.

Hardcover. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

Hardcover. Condición: new. Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Master's 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. 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.…

Condición: gut. 2004. Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) In englischer Sprache. pages.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Developed for the professional Master s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Tested in the classroom and revised over a period of several years A wonderful display of .…

Buch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…