Picture 1 of 1
Steven Shreve Stochastic Calculus for Finance I (Paperback)
Another great item from Rarewaves USA | Free delivery!
Condition:
More than 10 available
Postage:
Located in: 60502, United States
Delivery:
Varies
Returns:
Coverage:
Read item description or contact seller for details. See all detailsSee all details on coverage
(Not eligible for eBay purchase protection programmes)
Shop with confidence
Seller information
- 97.7% positive feedback
Registered as a Business Seller
Seller assumes all responsibility for this listing.
eBay item number:315083755882
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
- Publication Name
- Stochastic Calculus for Finance I Vol. 1 : the Binomial Asset Pricing Model
- Title
- Stochastic Calculus for Finance I
- Subtitle
- The Binomial Asset Pricing Model
- Format
- Trade Paperback
- EAN
- 9780387249681
- ISBN
- 9780387249681
- Publisher
- Springer New York
- Genre
- Science Nature & Math
- Subject
- Business & Finance
- Release Date
- 28/06/2005
- Release Year
- 2005
- Country/Region of Manufacture
- US
- Item Height
- 235mm
- Item Length
- 9.3in
- Series
- Springer Finance Ser.
- Language
- English
- Publication Year
- 2005
- Type
- Textbook
- 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
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:315083755882
Postage and handling
Item does not ship to United States
Item location:
60502, United States
Post to:
Albania, Algeria, American Samoa, Andorra, Angola, Anguilla, Antigua and Barbuda, Argentina, Armenia, Aruba, Azerbaijan Republic, Bahamas, Bahrain, Bangladesh, Belgium, Belize, Benin, Bermuda, Bolivia, Bosnia and Herzegovina, Botswana, British Virgin Islands, Bulgaria, Burkina Faso, Burundi, Cambodia, Cameroon, Cape Verde Islands, Cayman Islands, Central African Republic, Chad, Chile, China, Colombia, Comoros, Cook Islands, Costa Rica, Cyprus, Czech Republic, Côte d'Ivoire (Ivory Coast), Democratic Republic of the Congo, Denmark, Djibouti, Dominica, Dominican Republic, Ecuador, Egypt, El Salvador, Equatorial Guinea, Eritrea, Estonia, Ethiopia, Falkland Islands (Islas Malvinas), Fiji, Finland, Gabon Republic, Gambia, Georgia, Ghana, Gibraltar, Greece, Greenland, Grenada, Guam, Guatemala, Guernsey, Guinea, Guinea-Bissau, Guyana, Haiti, Honduras, Hong Kong, Hungary, Iceland, India, Indonesia, Iraq, Jamaica, Japan, Jersey, Jordan, Kazakhstan, Kenya, Kiribati, Kuwait, Kyrgyzstan, Latvia, Lebanon, Lesotho, Liberia, Liechtenstein, Lithuania, Luxembourg, Macau, Macedonia, Madagascar, Malawi, Malaysia, Maldives, Mali, Malta, Marshall Islands, Mauritania, Mauritius, Mayotte, Micronesia, Moldova, Monaco, Mongolia, Montenegro, Montserrat, Morocco, Mozambique, Namibia, Nauru, Nepal, Netherlands Antilles, New Zealand, Nicaragua, Niger, Nigeria, Niue, Norway, Oman, Pakistan, Palau, Panama, Papua New Guinea, Paraguay, Peru, Philippines, Poland, Portugal, Puerto Rico, Qatar, Republic of Croatia, Republic of the Congo, Romania, Rwanda, Saint Helena, Saint Kitts-Nevis, Saint Lucia, Saint Pierre and Miquelon, Saint Vincent and the Grenadines, San Marino, Saudi Arabia, Senegal, Serbia, Seychelles, Sierra Leone, Singapore, Slovakia, Slovenia, Solomon Islands, Somalia, South Africa, South Korea, Sri Lanka, Suriname, Svalbard and Jan Mayen, Swaziland, Sweden, Taiwan, Tajikistan, Tanzania, Thailand, Togo, Tonga, Trinidad and Tobago, Tunisia, Turkey, Turkmenistan, Turks and Caicos Islands, Tuvalu, Uganda, United Arab Emirates, Uruguay, Uzbekistan, Vanuatu, Vatican City State, Vietnam, Virgin Islands (U.S.), Wallis and Futuna, Western Sahara, Western Samoa, Worldwide, Zambia, Zimbabwe
Excludes:
Afghanistan, Australia, Austria, Barbados, Belarus, Bhutan, Brazil, Brunei Darussalam, France, French Guiana, French Polynesia, Germany, Guadeloupe, Ireland, Israel, Italy, Laos, Libya, Martinique, Mexico, Netherlands, New Caledonia, Reunion, Russian Federation, Spain, Switzerland, Ukraine, United Kingdom, United States, Venezuela, Yemen
| Handling time |
|---|
| Will usually post within 6 business days of receiving cleared payment. |
| Taxes |
|---|
| Taxes may be applicable at checkout. Learn moreLearn more about paying tax on eBay purchases. |
Sales Tax for an item #315083755882
Sales Tax for an item #315083755882
Seller collects sales tax for items shipped to the following states:
| State | Sales Tax Rate |
|---|
Return policy
| After receiving the item, contact seller within |
|---|
| 30 days after the buyer receives it |
The buyer is responsible for return postage costs.
Seller feedback (62,757)
l***- (75)- Feedback left by buyer.
Past month
Verified purchase
👍
t***p (297)- Feedback left by buyer.
Past month
Verified purchase
Excellent!!!
b***r (84)- Feedback left by buyer.
Past month
Verified purchase
Much better delivery experience (2 weeks) than Rarewaves UK (4 weeks to Canada).