- Main
- Mathematics
- Stochastic Calculus for Finance I The...
Stochastic Calculus for Finance I The Binomial Asset Pricing Model
Steven E. ShreveAvez-vous aimé ce livre?
Quelle est la qualité du fichier téléchargé?
Veuillez télécharger le livre pour apprécier sa qualité
Quelle est la qualité des fichiers téléchargés?
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.
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.
Catégories:
Année:
2005
Edition:
1
Editeur::
Springer
Langue:
english
Pages:
349
ISBN 10:
0387249680
ISBN 13:
9780387249681
Collection:
Springer Finance
Fichier:
PDF, 1.21 MB
Vos balises:
IPFS:
CID , CID Blake2b
english, 2005
Le fichier sera envoyé à votre adresse de courriel dans 1 à 5 minutes.
Dans 1-5 minutes, le fichier sera delivré à votre compte Telegram.
Note : Assurez-vous que vous avez lié votre compte au bot Telegram de Z-Library.
Dans 1-5 minutes, le fichier sera delivré à votre appareil Kindle.
Remarque: vous devez valider chaque livre avant de l'envoyer à Kindle. Veuillez vérifier votre messagerie pour voir le mail avec la confirmation par Amazon Kindle Support.
La conversion en est effectuée
La conversion en a échoué
Avantages du statut Premium
- Envoyez aux e-lecteurs
- Limite de téléchargement augmentée
- Convertissez des fichiers
- Plus de résultats de recherche
- Autres avantages