Stochastic Calculus for Finance I (Hardcover)
Language: English
Published by Springer-Verlag New York Inc., New York, NY, 2004
Series: Book 18 of 53 - Springer Finance
- Hardcover
- New
Seller: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
AbeBooks seller since June 22, 2007
Condition: New
£ 81.40
Quantity: 1 available
Add to basketItem description from seller
Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Masters 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. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. This item is printed on demand. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…
Seller Inventory # 9780387401003
- Title
- Stochastic Calculus for Finance I (Hardcover)
- Author
- Steven Shreve
- Publisher
- Springer-Verlag New York Inc., New York, NY
- Publication year
- 2004
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0387401008
- ISBN 13
- 9780387401003
- Series
- Book 18 of 53: Springer Finance
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
Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
"Synopsis" may belong to another edition of this title.
About the Author
"About the title" may belong to another edition of this title.
AussieBookSeller
Truganina, VIC, Australia
AbeBooks seller since June 22, 2007
Shipping rates from Australia to U.S.A.
| Item | 25 to 45 business days | 8 to 14 business days |
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| First item | £ 27.54 | £ 32.75 |
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The Nile Group Pty Ltd
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Truganina, VIC Australia 3029
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