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Stochastic Calculus for Finance II
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ISBN: 9780387401010

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 succ… Más…

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Stochastic Calculus for Finance II: Continuous-Time Models Steven Shreve Author
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Stochastic Calculus for Finance II: Continuous-Time Models Steven Shreve Author - libro nuevo

ISBN: 9780387401010

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 cl… Más…

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Stochastic Calculus for Finance II - Steven Shreve
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Steven Shreve:
Stochastic Calculus for Finance II - encuadernado, tapa blanda

2010

ISBN: 9780387401010

"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 c… Más…

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Stochastic Calculus Models for Finance II - Steven E. Shreve
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Stochastic Calculus Models for Finance II - libro usado

ISBN: 9780387401010

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Stochastic Calculus for Finance II : Continuous-Time Models
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Stochastic Calculus for Finance II : Continuous-Time Models - libro nuevo

ISBN: 9780387401010

Find Stochastic Calculus for Finance II by Steven Shreve in Hardcover and other formats in Business & Economics > Finance - General. Business & Economics 9780387401010, Springer

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Detalles del libro
Stochastic Calculus for Finance II: Continuous-Time Models Steven Shreve Author
Autor:
Título:
ISBN:

9780387401010


"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

Detalles del libro - Stochastic Calculus for Finance II: Continuous-Time Models Steven Shreve Author


EAN (ISBN-13): 9780387401010
ISBN (ISBN-10): 0387401016
Tapa dura
Tapa blanda
Año de publicación: 2004
Editorial: Springer New York Core >2 >T
569 Páginas
Peso: 0,930 kg
Idioma: eng/Englisch

Libro en la base de datos desde 2007-02-20T08:02:14-06:00 (Mexico City)
Página de detalles modificada por última vez el 2024-03-24T20:49:22-06:00 (Mexico City)
ISBN/EAN: 9780387401010

ISBN - escritura alterna:
0-387-40101-6, 978-0-387-40101-0
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: shreve, steven, carnegie, springer
Título del libro: springer, stochastic calculus for finance, model, finance stochastic calculus continuous time models, calculus the, time goes, last time, doing time, how tell time, little time, time and the other, just not time, time brief, vol, within time, new york times

Datos del la editorial

Autor: Steven Shreve
Título: Springer Finance Textbooks; Springer Finance; Stochastic Calculus for Finance II - Continuous-Time Models
Editorial: Springer; Springer US
550 Páginas
Año de publicación: 2004-06-03
New York; NY; US
Idioma: Inglés
65,99 € (DE)

BB; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; CON_D035; adopted-textbook; adopted-textbook NY; quantitative finance; Mathematics in Business, Economics and Finance; Applications of Mathematics; Probability Theory; Public Economics; Financial Economics; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Öffentlicher Dienst und öffentlicher Sektor; Finanzenwesen und Finanzindustrie; BC; EA

1 General Probability Theory.- 2 Information and Conditioning.- 3 Brownian Motion.- 4 Stochastic Calculus.- 5 Risk-Neutral Pricing.- 6 Connections with Partial Differential Equations.- 7 Exotic Options.- 8 American Derivative Securities.- 9 Change of Numéraire.- 10 Term-Structure Models.- 11 Introduction to Jump Processes.- A Advanced Topics in Probability Theory.- A.1 Countable Additivity.- A.3 Random Variable with Neither Density nor Probability Mass Function.- B Existence of Conditional Expectations.- C Completion of the Proof of the Second Fundamental Theorem of Asset Pricing.- References.
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