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

Mediterranean Protected Areas in the Era of Overtourism

$159.99

Computer Vision ECCV 2022 Workshops

$199.99

Managing Industrial Services

$54.99

Partizipative und deliberative Demokratie auf lokaler Ebene

$49.99

Sind die Deutschen technikfeindlich?

$59.99

Sintering and Related Phenomena

$109.99

Verteilungen als Grundlage des quantitativen Risikomanagements

$17.99

Ethical Economics

$19.99

An Outline of the Recent History of Indonesian Criminal Law

$54.99

Iterative Solution of Nonlinear Systems of Equations

$39.99

Einfhrung in die Programmiersprache PL/I

$59.99

Topics in Micrometeorology. A Festschrift for Arch Dyer

$109.99

Mediendiskursanalyse

$37.99

Rebel of the Sands

$8.24

Corporate Social Capital and Liability

$169.00

Vorlufiger Katalog Kirchenslavischer Homilien des beweglichen Jahreszyklus

$59.99

Earliest Italy

$129.00

Psychologie der Nierenlebendspende

$34.99

Handbook of Vocational Education and Training

$549.99

Value-ology

$39.99

Elektromagnetische Felder

$44.99

Advances in Human Factors and Ergonomics in Healthcare and Medical Devices

$189.00

Geometric and Topological Methods for Quantum Field Theory

$84.99

Rising Powers and Economic Crisis in the Euro Area

$54.99

British Women Writers and the Profession of Literary Criticism, 1789-1832

$54.99

Integration von kologischen Lebenswegbewertungen in Fahrzeugentwicklungsprozesse

$64.99

Soziologie der Parlamente

$59.99

Molecular Structures and Structural Dynamics of Prion Proteins and Prions

$129.00

Dendritic Cell Protocols

$89.00

European Integration and the Crisis of Social Democracy

$109.99

Kommunale Konfliktmoderation

$59.99

Value Functions on Simple Algebras, and Associated Graded Rings

$109.99

Organelles in Eukaryotic Cells

$39.99

Die Stoffe

$54.99

Cloud Manufacturing

$109.99

Sound Communication in Fishes

$169.99

Politische Narrative

$74.99

Persistenz und Verschwinden. Persistence and Disappearance

$39.99

Advances in Mechanical Engineering

$169.00

Explore and Learn: Los colores de la selva

$3.71