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ISBN: 9780387401003
ID: 223704197
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 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. 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 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 Buch > Sozialwissenschaften, Recht & Wirtschaft > Wirtschaft > Allgemeines & Lexika, Springer, Berlin
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ISBN: 9780387401003
ID: 978038740100
Developed for the professional Master''s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance Steven Shreve, Books, Science and Nature, Stochastic Calculus for Finance I: The Binomial Asset Pricing Model Books>Science and Nature, Springer New York
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Stochastic Calculus for Finance I: the Binomial Asset Pricing Model: Binomial Asset Pricing Model V. 1 (Springer Finance / Springer Finance Textbooks) - hardcover
2004
ISBN: 9780387401003
ID: 13786618653
Hardcover, Neubuch, BRAND NEW BOOK! Shipped within 24-48 hours. Normal delivery time is 5-12 days. Please note some orders may be shipped from UK with same delivery timeframe, ***NO EXPEDITED ORDERS***, [PU: Springer]
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (v. 1) - hardcover
ISBN: 9780387401003
ID: 826443511
Springer. Hardcover. 0387401008 New Condition *** Right Off the Shelf | Ships within 2 Business Days ~~~ Customer Service Is Our Top Priority! - Thank you for LOOKING :-) . New., Springer
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ISBN: 9780387401003
ID: 9780387401003-U
Stochastic Calculus for Finance I Stochastic-Calculus-for-Finance-I~~Steven-E-Shreve Science>Statistics & Probability>Statistics & Probability Hardcover, Springer New York
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Title: | Stochastic Calculus for Finance I: The Binomial Asset Pricing Model |
ISBN: | 0387401008 |
Details of the book - Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
EAN (ISBN-13): 9780387401003
ISBN (ISBN-10): 0387401008
Hardcover
Paperback
Publishing year: 2004
Publisher: SPRINGER VERLAG GMBH
187 Pages
Weight: 0,445 kg
Language: eng/Englisch
Book in our database since 25.02.2007 14:36:18
Book found last time on 13.02.2017 04:45:06
ISBN/EAN: 0387401008
ISBN - alternate spelling:
0-387-40100-8, 978-0-387-40100-3
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