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Springer Finance Ser.: Stochastic Calculus for Finance I Vol. 1 : The...
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Located in: Park Ridge, Illinois, United States
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eBay item number:305485013708
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
- Subject
- Finance
- ISBN
- 9780387249681
- Publication Year
- 2005
- Series
- Springer Finance Ser.
- Type
- Textbook
- Format
- Trade Paperback
- Language
- English
- Publication Name
- Stochastic Calculus for Finance I Vol. 1 : the Binomial Asset Pricing Model
- Item Length
- 9.3in
- Publisher
- Springer New York
- Item Width
- 6.1in
- Item Weight
- 23.3 Oz
- Number of Pages
- Xv, 187 Pages
About this product
Product Information
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 author does not assume familiarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.
Product Identifiers
Publisher
Springer New York
ISBN-10
0387249680
ISBN-13
9780387249681
eBay Product ID (ePID)
47048122
Product Key Features
Publication Name
Stochastic Calculus for Finance I Vol. 1 : the Binomial Asset Pricing Model
Format
Trade Paperback
Language
English
Publication Year
2005
Series
Springer Finance Ser.
Type
Textbook
Number of Pages
Xv, 187 Pages
Dimensions
Item Length
9.3in
Item Width
6.1in
Item Weight
23.3 Oz
Additional Product Features
Number of Volumes
1 Vol.
Lc Classification Number
H61.25
Table of Content
1 The Binomial No-Arbitrage Pricing Model.- 1.1 One-Period Binomial Model.- 1.2 Multiperiod Binomial Model.- 1.3 Computational Considerations.- 1.4 Summary.- 1.5 Notes.- 1.6 Exercises.- 2 Probability Theory on Coin Toss Space.- 2.1 Finite Probability Spaces.- 2.2 Random Variables, Distributions, and Expectations.- 2.3 Conditional Expectations.- 2.4 Martingales.- 2.5 Markov Processes.- 2.6 Summary.- 2.7 Notes.- 2.8 Exercises.- 3 State Prices.- 3.1 Change of Measure.- 3.2 Radon-Nikodým Derivative Process.- 3.3 Capital Asset Pricing Model.- 3.4 Summary.- 3.5 Notes.- 3.6 Exercises.- 4 American Derivative Securities.- 4.1 Introduction.- 4.2 Non-Path-Dependent American Derivatives.- 4.3 Stopping Times.- 4.4 General American Derivatives.- 4.5 American Call Options.- 4.6 Summary.- 4.7 Notes.- 4.8 Exercises.- 5 Random Walk.- 5.1 Introduction.- 5.2 First Passage Times.- 5.3 Reflection Principle.- 5.4 Perpetual American Put: An Example.- 5.5 Summary.- 5.6 Notes.- 5.7 Exercises.- 6 Interest-Rate-Dependent Assets.- 6.1 Introduction.- 6.2 Binomial Model for Interest Rates.- 6.3 Fixed-Income Derivatives.- 6.4 Forward Measures.- 6.5 Futures.- 6.6 Summary.- 6.7 Notes.- 6.8 Exercises.- Proof of Fundamental Properties of Conditional Expectations.- References.
Copyright Date
2004
Topic
Finance / General, Probability & Statistics / General, Calculus, Applied
Dewey Decimal
332.0151922
Intended Audience
Scholarly & Professional
Dewey Edition
22
Illustrated
Yes
Genre
Business & Economics, Mathematics
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eBay item number:305485013708
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