Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. With 33 Figures. (= Reihe: Springer Finance).

Shreve, Steven

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Language: English

Published by Springer Verlag, New York, Berlin, Heidelberg, Hong Kong, London, Milan, Paris, Tokyo, 2004

0387401008 / 9780387401003

Series: Book 18 of 53 - Springer Finance

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Seller: Versandantiquariat Abendstunde, Ludwigshafen am Rhein, GermanyVersandantiquariat Abendstunde

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Kartonierte glanzfolienkaschierte Broschur mit Rücken- und Deckeltitel. Der Kopfschnitt partiell ganz dezent verfärbt, ansonsten guter bis sehr guter Erhaltungszustand. "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." (Verlagstext) In englischer Sprache. XV, (I), 187, (5) pages. Groß 8° (154 x 235mm).…

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Title
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. With 33 Figures. (= Reihe: Springer Finance).
Author
Shreve, Steven
Publisher
Springer Verlag, New York, Berlin, Heidelberg, Hong Kong, London, Milan, Paris, Tokyo
Publication year
2004
Condition
gut
Binding
Hardcover
Language
English
ISBN 10
0387401008
ISBN 13
9780387401003
Edition
Erste Aufl.
Item weight
1,040 grams
Series
Book 18 of 53: Springer Finance

Versandantiquariat Abendstunde

Ludwigshafen am Rhein, Germany

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AbeBooks seller since September 23, 2015

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Liebe Buchfreundin, lieber Buchfreund, wir heißen Sie herzlich auf unseren Angebotsseiten willkommen und freuen uns, dass Sie den Weg zu uns gefunden haben. Wir sind ein reines Versandantiquariat mit Sitz in Ludwigshafen am Rhein und unterhalten kein Ladengeschäft. Unsere Spezialgebiete sind illustrierte Bücher und die Veröffentlichungen der Büchergilde Gutenberg seit ihrer Gründung 1924. Sollte Sie Fragen zu diesen oder anderen Gebieten haben, so können Sie uns gerne kontaktieren. Nehmen Sie sich die Zeit, in Ruhe im Buchbestand zu stöbern. Unser Antiquariat ist jederzeit am Ankauf hochwertiger Buchbestände und ganzer Sammlungen (v.a. aus unseren Spezialgebieten) interessiert. Gerne nehmen wir Offerten entgegen. Wir wünschen Ihnen viel Spaß beim Stöbern und viele unterhaltsame und kurzweilige Lesestunden.…

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Illustrierte Bücher und die Veröffentlichungen der Büchergilde Gutenberg seit ihrer Gründung 1924

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