Steven Shreve Stochastic Calculus for Finance Ii Continuoustime Models Pdf
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach....It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM
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From the Back Cover:
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.
Masters level students and researchers 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.
About the Author:
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 II: Continuous-Time Models (Paperback)
Published by Springer-Verlag New York Inc., United States (2010)
ISBN 10: 144192311X ISBN 13: 9781441923110
New Paperback Quantity: 1
Book Description Paperback. Condition: New. Language: English. Brand new Book. "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach.It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM Softcover reprint of the original 1st ed. 2004. Seller Inventory # AAZ9781441923110
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Stochastic Calculus for Finance Ii (Paperback)
Published by Springer-verlag New York Inc., New York, NY (2010)
ISBN 10: 144192311X ISBN 13: 9781441923110
New Paperback First Edition Quantity: 1
Book Description Paperback. Condition: new. Paperback. "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach.It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." —SIAM "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781441923110
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Stochastic Calculus for Finance II: Continuous-Time Models (Paperback)
Published by Springer-Verlag New York Inc., United States (2010)
ISBN 10: 144192311X ISBN 13: 9781441923110
New Paperback Quantity: 10
Book Description Paperback. Condition: New. Language: English. Brand new Book. "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach.It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." --SIAM Softcover reprint of the original 1st ed. 2004. Seller Inventory # SPP9781441923110
More information about this seller | Contact this seller
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