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Steven Shreve Stochastic Calculus for Finance I (Hardback)
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eBay item number:285553318675
Item specifics
- Condition
- Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
- Book Title
- Stochastic Calculus for Finance I
- Title
- Stochastic Calculus for Finance I
- Subtitle
- The Binomial Asset Pricing Model
- EAN
- 9780387401003
- ISBN
- 9780387401003
- Genre
- Science Nature & Math
- Topic
- Business & Finance
- Release Date
- 21/04/2004
- Release Year
- 2004
- Country/Region of Manufacture
- US
- Item Length
- 155mm
- Series
- Springer Finance Textbooks
- Publication Year
- 2004
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Publication Name
- Stochastic Calculus for Finance I: the Binomial Asset Pricing Model
- Item Height
- 235mm
- Publisher
- Springer-Verlag New York Inc.
- Item Width
- 155mm
- Subject
- Accounting, Finance, Mathematics
- Item Weight
- 1040g
- Number of Pages
- 187 Pages
About this product
Product Information
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. Instructor's manual available.
Product Identifiers
Publisher
Springer-Verlag New York Inc.
ISBN-13
9780387401003
eBay Product ID (ePID)
86636922
Product Key Features
Publication Name
Stochastic Calculus for Finance I: the Binomial Asset Pricing Model
Format
Hardcover
Language
English
Subject
Accounting, Finance, Mathematics
Publication Year
2004
Type
Textbook
Number of Pages
187 Pages
Dimensions
Item Height
235mm
Item Width
155mm
Item Weight
1040g
Additional Product Features
Series Title
Springer Finance Textbooks
Country/Region of Manufacture
United States
Item description from the seller
Business seller information
Value Added Tax Number:
- GB 864 1548 11
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eBay item number:285553318675
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