ISBN: 9780387401010 - Stochastic Calculus for Finance Ii: Continuous-time Models (springer Finance) (39 results)

Hardback. Condition: Good. A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

Hardcover. Condition: Very Good. No Jacket. Former library book; May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.

Hardback. Condition: Good. A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

hardcover. Condition: Good. First Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).

Hardcover/Hardback. Condition: Good. N/A | Pages: 569.

Hardcover. Condition: Very Good. Cover and edges may have some wear.

Condition: Very Good. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Condition: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Condition: New.

Hardcover. Condition: new. New Copy. Customer Service Guaranteed.

HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.

Hardback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Condition: As New. Unread book in perfect condition.

hardcover. Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Condition: Bueno. Springer. Tapa dura. Cubierta deslucida. 24 cm. Texto en ingles. Libro en almacén 5. Bueno.

Condition: New.

Hardcover. Condition: new. Hardcover. This book evolved from the first ten years of the Carnegie Mellon professional Master's 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. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Condition: New.

Condition: new.

Condition: New. pp. 572 52:B&W 6.14 x 9.21in or 234 x 156mm (Royal 8vo) Case Laminate on White w/Gloss Lam.

Condition: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Buch. Condition: Neu. Neuware -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. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time.Master's level studentsand researchers in mathematical finance and financial engineering will find this book useful. 572 pp. Englisch.…

Condition: As New. Unread book in perfect condition.

Condition: New. In English.

Hardback. Condition: New. New copy - Usually dispatched within 3 working days.

hardcover. Condition: New. In shrink wrap. Looks like an interesting title.

hardcover. Condition: Sehr gut. 569 Seiten; 9780387401010.2 Gewicht in Gramm: 2.

Condition: NEW.

Condition: New. pp. 572.

Condition: New. pp. 572.