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Stochastic Calculus Finance Binomial by Shreve Steven (38 results)
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Seller: Books From California, Simi Valley, CA, U.S.A.
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model. With 33 Figures. (= Reihe: Springer Finance).
Published by Springer Verlag, New York, Berlin, Heidelberg, Hong Kong, London, Milan, Paris, Tokyo, 2004
ISBN 10: 0387401008 ISBN 13: 9780387401003
Language: English
Seller: Versandantiquariat Abendstunde, Ludwigshafen am Rhein, Germany
Seller rating 5 out of 5 stars
£ 35.58
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Add to basketHardcover. Condition: gut. Erste Aufl. 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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Stochastic Calculus Models for Finance I : The Binomial Asset Pricing Model
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model
Published by Springer-Verlag New York Inc., 2004
ISBN 10: 0387401008 ISBN 13: 9780387401003
Language: English
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
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Hardback. Condition: New. New copy - Usually dispatched within 4 working days. 510.
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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£ 49.88
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Add to basketCondition: very good. l'article peut presenter de tres legers signes d'usure, petites rayures ou imperfections esthetiques. vendeur professionnel; envoi soigne en 24/48h.
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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Hardcover. Condition: Brand New. 1st edition. 250 pages. 9.25x6.25x0.75 inches. In Stock.
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Add to basketpaperback. Condition: Wie neu. 208 Seiten; 9780387401003.1 Gewicht in Gramm: 1.
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Condition: As New. Unread book in perfect condition.
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Stochastic Calculus Models for Finance I : The Binomial Asset Pricing Model
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Published by Springer New York, Springer New York, 2005
ISBN 10: 0387249680 ISBN 13: 9780387249681
Language: English
£ 60.19
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Add to basketTaschenbuch. 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. 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.
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Stochastic Calculus for Finance I : The Binomial Asset Pricing Model
Published by Springer New York, Springer US, 2004
ISBN 10: 0387401008 ISBN 13: 9780387401003
Language: English
£ 60.47
Convert currency£ 12.10 shipping from Germany to United KingdomQuantity: 1 available
Add to basketBuch. 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. 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.
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£ 17.69
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Add to basketCondition: Good. There is light highlighting or handwriting through out the book. Fast shipping and order satisfaction guaranteed. A portion of your purchase benefits Non-Profit Organizations, First Aid and Fire Stations!
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Add to basketPaperback. 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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