2004, ISBN: 9780387401003
The Binomial Asset Pricing Model, Buch, Hardcover, 2004 ed. Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering … More...
lehmanns.de Shipping costs:Versand in 10-20 Tagen. (EUR 0.00) Details... |
2004, ISBN: 9780387401003
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 revi… More...
Waterstones.com Nr. 9780387401003. Shipping costs:, , plus verzendkosten., plus shipping costs Details... |
2004, ISBN: 0387401008
[EAN: 9780387401003], Gebraucht, sehr guter Zustand, [PU: Springer], In Used Condition, Books
AbeBooks.de Byrd Books, Austin, TX, U.S.A. [83414208] [Rating: 5 (von 5)] NOT NEW BOOK. Shipping costs: EUR 31.55 Details... |
ISBN: 9780387401003
paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book., 2.5
Biblio.co.uk |
2004, ISBN: 0387401008
[EAN: 9780387401003], Neubuch, [PU: Springer], Books
AbeBooks.de Lucky's Textbooks, Dallas, TX, U.S.A. [60577173] [Rating: 5 (von 5)] NEW BOOK. Shipping costs: EUR 69.60 Details... |
2004, ISBN: 9780387401003
The Binomial Asset Pricing Model, Buch, Hardcover, 2004 ed. Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering … More...
2004, ISBN: 9780387401003
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 revi… More...
2004
ISBN: 0387401008
[EAN: 9780387401003], Gebraucht, sehr guter Zustand, [PU: Springer], In Used Condition, Books
ISBN: 9780387401003
paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book., 2.5
2004, ISBN: 0387401008
[EAN: 9780387401003], Neubuch, [PU: Springer], Books
Bibliographic data of the best matching book
Author: | |
Title: | |
ISBN: |
Details of the book - Stochastic Calculus for Finance I
EAN (ISBN-13): 9780387401003
ISBN (ISBN-10): 0387401008
Hardcover
Paperback
Publishing year: 2004
Publisher: Springer-Verlag New York Inc.
187 Pages
Weight: 0,445 kg
Language: eng/Englisch
Book in our database since 2007-02-25T08:36:18-05:00 (New York)
Detail page last modified on 2024-02-23T23:14:22-05:00 (New York)
ISBN/EAN: 0387401008
ISBN - alternate spelling:
0-387-40100-8, 978-0-387-40100-3
Alternate spelling and related search-keywords:
Book author: shreve steven, carnegie, springer
Book title: springer, stochastic calculus finance binomial asset pricing model, binomi, calculus the, stochastic calculus for finance models
Information from Publisher
Author: Steven Shreve
Title: Springer Finance; Springer Finance Textbooks; Stochastic Calculus for Finance I - The Binomial Asset Pricing Model
Publisher: Springer; Springer US
187 Pages
Publishing year: 2004-04-21
New York; NY; US
Language: English
64,19 € (DE)
65,99 € (AT)
71,00 CHF (CH)
Available
XV, 187 p.
BB; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Arbitrage; Finance; Measure; Probability space; Probability theory; Random variable; Sage; Stochastic calculus; quantitative finance; Mathematics in Business, Economics and Finance; Applications of Mathematics; Financial Economics; Probability Theory; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Finanzenwesen und Finanzindustrie; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; BC
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.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 years Includes supplementary material: sn.pub/extras Request lecturer material: sn.pub/lecturer-material
More/other books that might be very similar to this book
Latest similar book:
9780387225272 Stochastic Calculus for Finance I (Steven Shreve)
- 9780387225272 Stochastic Calculus for Finance I (Steven Shreve)
- 8601300246109 [(Stochastic Calculus for Finance: v. 1: The Binomial Asset Pricing Model)] [by: Steven E. Shreve] (Steven Shreve)
- 8581000035305 Stochastic Calculus for Finance I: The Binomial Asset Pricing Model by Steven Shreve (Jun 28 2005) (StevenE. Shreve)
- 2900387401002 Stochastic Calculus for Finance I (Steven E. Shreve)
- 2900387249680 Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Steven Shreve)
- 9780387104003 Stochastic Calculus Models For Finance: the Binomial Asset Pricing Model (S.E. Shreve, S.E. Shreve)
- 9780387249681 Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (Shreve, Steven)
- Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Shreve, Steven)
< to archive...