Stochastic Calculus for Finance II: Continuous-Time Models Tapa blanda - 2010
de Steven Shreve
Información de la editorial
Descripción de contraportada
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.
Masters level students and researchers in mathematical finance and financial engineering will find this book useful.
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.
Detalles
- Título Stochastic Calculus for Finance II: Continuous-Time Models
- Autor Steven Shreve
- Encuadernación Tapa blanda
- Edición International Ed
- Páginas 550
- Volúmenes 1
- Idioma ENG
- Editorial Springer
- Fecha de publicación 2010-12-01
- ISBN 9781441923110 / 144192311X
- Peso 1.74 libras (0.79 kg)
- Dimensiones 9.21 x 6.14 x 1.16 pulgadas (23.39 x 15.60 x 2.95 cm)
- Dewey Decimal Code 332.015
Acerca del autor
Más ejemplares
Stochastic Calculus for Finance II: Continuous-Time Models (Springer
de Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) Finance)
- Usado
- Estado
- Used - Very Good
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311X
- Cantidad disponible
- 1
- Librería
-
Las Vegas, Nevada, United States
- Precio
-
EUR 33.90EUR 2.84 enviando a USA
Mostrar detalles
Stochastic Calculus for Finance Ii: Continuous-Time Models
de Shreve, S. E.
- Usado
- Tapa blanda
- Estado
- Usado
- Encuadernación
- Paperback
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311x
- Cantidad disponible
- 1
- Librería
-
Lincoln, Lincolnshire, United Kingdom
- Precio
-
EUR 43.83EUR 15.26 enviando a USA
Mostrar detalles
Stochastic Calculus for Finance II: Continuous-Time Models
de Shreve, S. E.
- Usado
- Tapa blanda
- Estado
- Usado
- Encuadernación
- Paperback
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311x
- Cantidad disponible
- 1
- Librería
-
Lincoln, Lincolnshire, United Kingdom
- Precio
-
EUR 43.83EUR 15.26 enviando a USA
Mostrar detalles
Stochastic Calculus for Finance II: Continuous-Time Models
de Shreve, S. E.
- Usado
- Tapa blanda
- Estado
- Usado
- Encuadernación
- Paperback
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311x
- Cantidad disponible
- 1
- Librería
-
Lincoln, Lincolnshire, United Kingdom
- Precio
-
EUR 43.83EUR 15.26 enviando a USA
Mostrar detalles
Stochastic Calculus for Finance II: Continuous-Time Models
de Shreve, S. E.
- Usado
- Tapa blanda
- Estado
- Usado
- Encuadernación
- Paperback
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311x
- Cantidad disponible
- 1
- Librería
-
Lincoln, Lincolnshire, United Kingdom
- Precio
-
EUR 43.83EUR 15.26 enviando a USA
Mostrar detalles
Stochastic Calculus for Finance Ii: Continuous-Time Models (Springer Finance)
de Shreve, S. E.
- Usado
- Tapa blanda
- Estado
- Usado
- Encuadernación
- Paperback
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311x
- Cantidad disponible
- 1
- Librería
-
Lincoln, Lincolnshire, United Kingdom
- Precio
-
EUR 43.83EUR 15.26 enviando a USA
Mostrar detalles
Stochastic Calculus for Finance Ii: Continuous-Time Models (Springer Finance)
de Shreve, S. E.
- Usado
- Tapa blanda
- Estado
- Usado
- Encuadernación
- Paperback
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311x
- Cantidad disponible
- 1
- Librería
-
Lincoln, Lincolnshire, United Kingdom
- Precio
-
EUR 43.83EUR 15.26 enviando a USA
Mostrar detalles
Stochastic Calculus for Finance Ii: Continuous-Time Models (Springer Finance)
de Shreve, S. E.
- Usado
- Tapa blanda
- Estado
- Usado
- Encuadernación
- Paperback
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311x
- Cantidad disponible
- 1
- Librería
-
Lincoln, Lincolnshire, United Kingdom
- Precio
-
EUR 43.83EUR 15.26 enviando a USA
Mostrar detalles
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
de Shreve, Steven
- Usado
- Tapa blanda
- Estado
- Used: Good
- Encuadernación
- Paperback
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311X
- Cantidad disponible
- 1
- Librería
-
HOUSTON, Texas, United States
- Precio
-
EUR 50.72Envío gratuito a USA
Mostrar detalles
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
de Shreve, Steven
- Usado
- Tapa blanda
- Estado
- Used:Good
- Encuadernación
- Paperback
- ISBN 10 / ISBN 13
- 9781441923110 / 144192311X
- Cantidad disponible
- 1
- Librería
-
HOUSTON, Texas, United States
- Precio
-
EUR 54.52Envío gratuito a USA