Isbn: 9780387401010 - stochastic calculus for finance ii: continuous-time models (springer finance)-inglés (39 resultados)

Hardcover. Condición: Very Good. First Edition. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

hardcover. Condición: Acceptable.

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).

Condición: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1000grams, ISBN:9780387401010.

Condición: New.

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

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.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

Condición: As New. Unread book in perfect condition.

hardcover. Condición: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

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

Condición: New.

Condición: New.

Hardback. Condición: New. 1st ed. 2004. Corr. 2nd printing 2010. This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.…

Hardback. Condición: New. 1st ed. 2004. Corr. 2nd printing 2010. This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.…

Condición: As New. Unread book in perfect condition.

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. In English.

Hardback. Condición: New. New copy - Usually dispatched within 3 working days.

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

Condición: NEW.

Condición: New. pp. 572.

Condición: fine. l'article peut presenter de tres legers signes d'usure, petites rayures ou imperfections esthetiques. vendeur professionnel; envoi soigne en 24/48h.

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

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

Condición: New. 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 .

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

Hardback. Condición: New. 1st ed. 2004. Corr. 2nd printing 2010. This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.…

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.…