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9781441923110 - Stochastic Calculus for Finance Ii: Continuous-time Models Springer Finance by Shreve, Steven (34 results)
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Paperback. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Stochastic Calculus for Finance Ii: Continuous-Time Models (Springer Finance)
Book 14 of 53: Springer FinanceSeller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc.
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Book 14 of 53: Springer FinanceSeller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 4 out of 5 stars
paperback. Condition: Very Good.
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Soft cover. Condition: Very Good. on the outside, my copy appears NEW, MINT; there is an owner BookPlate; 550 newish pages; xc for some notes and underlining p215; author writes re a stock price is a generalized geometric Brownian motion; with the hi degree of uncertainty whether next is up or down; I ship anywhere you wish;
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paperback. Condition: New. Ships in a BOX from Central Missouri! UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
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PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Stochastic Calculus for Finance II
Book 14 of 53: Springer FinanceSeller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
PAP. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Condition: As New. Unread book in perfect condition.
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Condition: Good. Used Item. Does not include New Access Codes , Cd's or one time use items that come when New. This item is Used.
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Stochastic Calculus for Finance II
Book 14 of 53: Springer FinanceLanguage: English
Published by Springer-Verlag New York Inc., US, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: New. Softcover reprint of the original 1st ed. 2004.
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Stochastic Calculus for Finance II : Continuous-Time Models
Book 14 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New.
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Stochastic Calculus for Finance II
Book 14 of 53: Springer FinanceLanguage: English
Published by Springer-Verlag New York Inc., US, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Paperback. Condition: New. Softcover reprint of the original 1st ed. 2004.
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Paperback. Condition: New.
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance Textbooks)
Book 14 of 53: Springer FinanceSeller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
£ 51.83
£ 11.98 shipping
Ships from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Condition: New. pp. 572.
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Condition: New. pp. 572 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Stochastic Calculus for Finance II (Paperback)
Book 14 of 53: Springer FinanceLanguage: English
Published by Springer-Verlag New York Inc., New York, NY, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
First Edition
Paperback. Condition: new. Paperback. 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. 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.
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Stochastic Calculus for Finance II : Continuous-Time Models
Book 14 of 53: Springer FinanceSeller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition.
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Paperback. Condition: new. New Copy. Customer Service Guaranteed.
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Paperback. Condition: Brand New. 550 pages. 9.00x6.00x1.60 inches. In Stock.
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Condition: New. Developed for the professional Master s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Tested in the classroom and revised over a period of several years A wonderful display of .
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Stochastic Calculus for Finance II
Book 14 of 53: Springer FinanceLanguage: English
Published by Springer-Verlag New York Inc., US, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Paperback. Condition: New. Softcover reprint of the original 1st ed. 2004.
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Taschenbuch. Condition: Neu. Stochastic Calculus for Finance II | Continuous-Time Models | Steven Shreve | Taschenbuch | Springer Finance | xix | Englisch | 2010 | Springer | EAN 9781441923110 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.
-
Stochastic Calculus for Finance II
Book 14 of 53: Springer FinanceLanguage: English
Published by Springer-Verlag New York Inc., US, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
Paperback. Condition: New. Softcover reprint of the original 1st ed. 2004.
-
Stochastic Calculus for Finance II (Paperback)
Book 14 of 53: Springer FinanceLanguage: English
Published by Springer-Verlag New York Inc., New York, NY, 2010
ISBN 10: 144192311X ISBN 13: 9781441923110
First Edition
Paperback. Condition: new. Paperback. 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. 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 our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
