Librería: Marlton Books, Bridgeton, NJ, Estados Unidos de America
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Añadir al carritoCondición: Acceptable. Readable, but has significant damage / tears. Has a remainder mark. paperback Used - Acceptable 2010.
Librería: BooXX in Stock, Dekalb, IL, Estados Unidos de America
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Añadir al carritoSoft cover. Condición: Very Good. on the outside, my copy appears NEW, MINT; there is an owner BookPlate; 550 newish pages; xc for some notes and underlining p215; author writes re a stock price is a generalized geometric Brownian motion; with the hi degree of uncertainty whether next is up or down; I ship anywhere you wish;
Librería: Books From California, Simi Valley, CA, Estados Unidos de America
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Añadir al carritopaperback. Condición: Very Good.
Librería: Textbooks_Source, Columbia, MO, Estados Unidos de America
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Añadir al carritopaperback. Condición: New. Ships in a BOX from Central Missouri! UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
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Librería: Basi6 International, Irving, TX, Estados Unidos de America
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Añadir al carritoCondición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
Librería: PBShop.store UK, Fairford, GLOS, Reino Unido
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Añadir al carritoPAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de America
EUR 63,22
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Idioma: Inglés
Publicado por Springer-Verlag New York Inc., US, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Librería: Rarewaves.com USA, London, LONDO, Reino Unido
EUR 73,05
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Añadir al carritoPaperback. Condición: New. 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. Softcover reprint of the original 1st ed. 2004.
Librería: GreatBookPricesUK, Woodford Green, Reino Unido
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Librería: Chiron Media, Wallingford, Reino Unido
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Añadir al carritoPaperback. Condición: New.
Librería: Ria Christie Collections, Uxbridge, Reino Unido
EUR 62,31
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Idioma: Inglés
Publicado por Springer-Verlag New York Inc., US, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de America
EUR 76,66
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Añadir al carritoPaperback. Condición: New. 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. Softcover reprint of the original 1st ed. 2004.
Librería: California Books, Miami, FL, Estados Unidos de America
EUR 76,86
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Librería: GreatBookPricesUK, Woodford Green, Reino Unido
EUR 64,20
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Añadir al carritoCondición: As New. Unread book in perfect condition.
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., New York, NY, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de America
Original o primera edición
EUR 83,42
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Añadir al carritoPaperback. Condición: new. Paperback. 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. 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.
Librería: Books Puddle, New York, NY, Estados Unidos de America
EUR 81,70
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Añadir al carritoCondición: New. pp. 572.
Librería: Majestic Books, Hounslow, Reino Unido
EUR 80,95
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Añadir al carritoCondición: New. pp. 572 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
Librería: Chiron Media, Wallingford, Reino Unido
EUR 69,82
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Idioma: Inglés
Publicado por Springer-Verlag New York Inc., 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Librería: THE SAINT BOOKSTORE, Southport, Reino Unido
EUR 69,47
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Añadir al carritoPaperback / softback. Condición: New. New copy - Usually dispatched within 3 working days.
Librería: Speedyhen, Hertfordshire, Reino Unido
EUR 51,78
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Librería: GoldBooks, Denver, CO, Estados Unidos de America
EUR 102,80
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Añadir al carritoPaperback. Condición: new. New Copy. Customer Service Guaranteed.
Librería: moluna, Greven, Alemania
EUR 65,28
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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.Tested in the classroom and revised over a period of several years A wonderful display of .
Librería: Revaluation Books, Exeter, Reino Unido
EUR 104,96
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Añadir al carritoPaperback. Condición: Brand New. 550 pages. 9.00x6.00x1.60 inches. In Stock.
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., US, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Librería: Rarewaves USA United, OSWEGO, IL, Estados Unidos de America
EUR 78,88
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: New. 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. Softcover reprint of the original 1st ed. 2004.
Librería: preigu, Osnabrück, Alemania
EUR 54,80
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Añadir al carritoTaschenbuch. Condición: Neu. Stochastic Calculus for Finance II | Continuous-Time Models | Steven Shreve | Taschenbuch | Springer Finance | xix | Englisch | 2010 | Springer | EAN 9781441923110 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
Librería: AHA-BUCH GmbH, Einbeck, Alemania
EUR 65,37
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Añadir al carritoTaschenbuch. Condición: Neu. Druck auf Anfrage 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.
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., US, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Librería: Rarewaves.com UK, London, Reino Unido
EUR 68,16
Cantidad disponible: 2 disponibles
Añadir al carritoPaperback. Condición: New. 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. Softcover reprint of the original 1st ed. 2004.
Idioma: Inglés
Publicado por Springer-Verlag New York Inc., New York, NY, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Librería: AussieBookSeller, Truganina, VIC, Australia
Original o primera edición
EUR 124,79
Cantidad disponible: 1 disponibles
Añadir al carritoPaperback. Condición: new. Paperback. 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. 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.
Librería: Brook Bookstore On Demand, Napoli, NA, Italia
EUR 54,23
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Añadir al carritoCondición: new. Questo è un articolo print on demand.