Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Shreve, Steven
ISBN 10: 0387401016 ISBN 13: 9780387401010
Editorial: Springer (edition First Edition), 2004
Usado
Hardcover
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BooksRun, Philadelphia, PA, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
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Descripción
Descripción:
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. N° de ref. del artículo 0387401016-8-1
Sinopsis:
"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM
Acerca del autor:
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.
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Detalles bibliográficos
Título: Stochastic Calculus for Finance II: ...
Editorial: Springer (edition First Edition)
Año de publicación: 2004
Encuadernación: Hardcover
Condición: Very Good
Edición: First Edition.
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Publicado por
Springer, 2004
ISBN 10: 0387401016
ISBN 13: 9780387401010
Antiguo o usado
Tapa dura
Original o primera edición
Librería: Textbooks_Source, Columbia, MO, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
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). Nº de ref. del artículo: 000660853U
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Stochastic Calculus for Finance II (Hardcover)
Publicado por
Springer-Verlag New York Inc., New York, NY, 2004
ISBN 10: 0387401016
ISBN 13: 9780387401010
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Original o primera edición
Librería: Grand Eagle Retail, Mason, OH, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
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. Nº de ref. del artículo: 9780387401010
Cantidad disponible: 1 disponibles
Imagen de archivo
Stochastic Calculus for Finance II (Hardcover)
Publicado por
Springer-Verlag New York Inc., New York, NY, 2004
ISBN 10: 0387401016
ISBN 13: 9780387401010
Nuevo
Tapa dura
Original o primera edición
Librería: AussieBookSeller, Truganina, VIC, Australia
Calificación del vendedor: 5 de 5 estrellas
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. Nº de ref. del artículo: 9780387401010
Cantidad disponible: 1 disponibles