Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Stochastic Calculus for Finance I

Stochastic Calculus for Finance I

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780387401003
Condition
New
Product Description

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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students 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.

Available Colors
Available Sizes
1 Offer Price Range: $49.99 - $49.99
BEST PRICE

Single Product Purchase

$49.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$49.99 $49.99

$49.99
See Site In stock Visit Store

Similar Products

Polymer Rheology: Theory and Practice

$169.00

Fractal Algorithm and Its Application in Rock Mechanics

$129.99

Frontiers in Algorithmics

$54.99

Academic Evaluation

$84.99

Gefhrderkonzepte in der Kriminalpolitik

$74.99

Formal Techniques for Networked and Distributed Systems - FORTE 2007

$39.99

Simian Immunodeficiency Virus

$109.99

Kinetics of Catalytic Reactions--Solutions Manual

$39.99

Triangular Norms

$219.99

Wafer Bonding

$379.99

Pollen and Pollen Tube Biology

$219.99

Advanced Ceramics III

$39.99

Advances in Mechanical Engineering

$54.99

Cosmic Enigmas

$44.99

Public Order Policing in Hong Kong

$79.99

Six Lectures on Modern Natural Philosophy

$44.99

Moderne Kniegelenkdiagnostik

$64.99

Das statische Voltmeter

$59.99

Pdagogik fr Psychotherapeutinnen und Psychotherapeuten

$19.99

Das optimistische Gehirn

$14.99

Ruby the Copycat

$5.99

Practical Psychiatry of Old Age

$54.99

Five Nights at Freddy's: Security Breach Files

$9.74

Das Verhalten des Druckes im Pleuraraum bei der Atmung und die Ursachen seiner Vernderlichkeit

$59.99

Circular Economy

$79.99

Hunting and Imaging Comets

$34.99

H2O (HOH), Part 1 alpha

$549.99

Progress in Mathematical Relativity, Gravitation and Cosmology

$169.99

Konzeption eines Prozeinformations- und -managementsystems

$49.99

Computational Intelligence Techniques for Combating COVID-19

$139.99

STEAM Grades 3-4

$75.00

Lehrbuch Tertiale Notfall- und Intensivmedizin

$34.99

Building Construction and Design

$109.99

Real World Math: Space Exploration

$5.99

Broadband Communications, Networks, and Systems

$39.99

Proceedings of International Conference on Intelligent Manufacturing and Automation

$279.99

Eine Reise durch die konomie

$19.99

Geschftspartnerprfungen als Manahme zur Korruptionsprvention

$64.99

Introduction to World Vegetation

$109.99

Resource-Oriented Architecture Patterns for Webs of Data

$19.99