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Stochastic Calculus for Finance II
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Stochastic Calculus for Finance II - new book

ISBN: 9780387401010

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 succ… More...

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Stochastic Calculus for Finance II: Continuous-Time Models Steven Shreve Author
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Stochastic Calculus for Finance II: Continuous-Time Models Steven Shreve Author - new book

ISBN: 9780387401010

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 cl… More...

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Stochastic Calculus for Finance II - Steven Shreve
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Steven Shreve:
Stochastic Calculus for Finance II - hardcover

2010

ISBN: 9780387401010

"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 c… More...

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Stochastic Calculus Models for Finance II - Steven E. Shreve
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Stochastic Calculus Models for Finance II - used book

ISBN: 9780387401010

A New copy of "Stochastic Calculus Models for Finance II" by Steven E. Shreve. Ships directly from Textbooks.com 9780387401010,0387401016,stochastic,calculus,models,finance Business & Eco… More...

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Stochastic Calculus for Finance II : Continuous-Time Models
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Stochastic Calculus for Finance II : Continuous-Time Models - new book

ISBN: 9780387401010

Find Stochastic Calculus for Finance II by Steven Shreve in Hardcover and other formats in Business & Economics > Finance - General. Business & Economics 9780387401010, Springer

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Stochastic Calculus for Finance II: Continuous-Time Models Steven Shreve Author
Author:
Title:
ISBN:

0387401016


"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

Details of the book - Stochastic Calculus for Finance II: Continuous-Time Models Steven Shreve Author


EAN (ISBN-13): 9780387401010
ISBN (ISBN-10): 0387401016
Hardcover
Paperback
Publishing year: 2004
Publisher: Springer New York Core >2 >T
569 Pages
Weight: 0,930 kg
Language: eng/Englisch

Book in our database since 2007-02-20T09:02:14-05:00 (New York)
Detail page last modified on 2024-03-24T22:49:22-04:00 (New York)
ISBN/EAN: 0387401016

ISBN - alternate spelling:
0-387-40101-6, 978-0-387-40101-0
Alternate spelling and related search-keywords:
Book author: shreve, steven, carnegie, springer
Book title: springer, stochastic calculus for finance, model, finance stochastic calculus continuous time models, calculus the, time goes, last time, doing time, how tell time, little time, time and the other, just not time, time brief, vol, within time, new york times

Information from Publisher

Author: Steven Shreve
Title: Springer Finance Textbooks; Springer Finance; Stochastic Calculus for Finance II - Continuous-Time Models
Publisher: Springer; Springer US
550 Pages
Publishing year: 2004-06-03
New York; NY; US
Language: English
65,99 € (DE)

BB; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; CON_D035; adopted-textbook; adopted-textbook NY; quantitative finance; Mathematics in Business, Economics and Finance; Applications of Mathematics; Probability Theory; Public Economics; Financial Economics; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Öffentlicher Dienst und öffentlicher Sektor; Finanzenwesen und Finanzindustrie; BC; EA

1 General Probability Theory.- 2 Information and Conditioning.- 3 Brownian Motion.- 4 Stochastic Calculus.- 5 Risk-Neutral Pricing.- 6 Connections with Partial Differential Equations.- 7 Exotic Options.- 8 American Derivative Securities.- 9 Change of Numéraire.- 10 Term-Structure Models.- 11 Introduction to Jump Processes.- A Advanced Topics in Probability Theory.- A.1 Countable Additivity.- A.3 Random Variable with Neither Density nor Probability Mass Function.- B Existence of Conditional Expectations.- C Completion of the Proof of the Second Fundamental Theorem of Asset Pricing.- References.
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