Items related to Stochastic Calculus for Finance II: Continuous-Time...
Synopsis
"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
"synopsis" may belong to another edition of this title.
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.
"About this title" may belong to another edition of this title.
- PublisherSpringer
- Publication date2004
- ISBN 10 0387401016
- ISBN 13 9780387401010
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages569
- Rating
Other Popular Editions of the Same Title
Search results for Stochastic Calculus for Finance II: Continuous-Time...
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. 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! Seller Inventory # S_429725600
Quantity: 1 available
Stock Image
Stochastic Calculus for Financ
Seller: 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. Seller Inventory # 00082689561
Quantity: 3 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Seller: Marlton Books, Bridgeton, NJ, U.S.A.
Seller rating 5 out of 5 stars
Condition: Acceptable. Readable, but has significant damage / tears. Has a remainder mark. hardcover Used - Acceptable 2004. Seller Inventory # AB-000602
Quantity: 1 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Seller: Textbooks_Source, Columbia, MO, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Good. First Edition. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). Seller Inventory # 000660853U
Quantity: 3 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Seller: Seattle Goodwill, Seattle, WA, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. May have some shelf-wear due to normal use. Your purchase funds free job training and education in the greater Seattle area. Thank you for supporting Goodwills nonprofit mission! Seller Inventory # 0KVOGF0044P5_ns
Quantity: 1 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
Seller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 4 out of 5 stars
Hardcover. Condition: Very Good. Seller Inventory # mon0003596946
Quantity: 2 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Seller: CampusBear, Coppell, TX, U.S.A.
Seller rating 4 out of 5 stars
hardcover. Condition: Good. Item has some wear. It may also include highlighting on multiple pages. Seller Inventory # J04018B09270387401016202
Quantity: 1 available
Stock Image
Stochastic Calculus Models for Finance II Continuous-Time Models
Seller: TextbookRush, Grandview Heights, OH, U.S.A.
Seller rating 4 out of 5 stars
Condition: Very Good. Ships SAME or NEXT business day. We Ship to APO/FPO addr. Choose EXPEDITED shipping and receive in 2-5 business days within the United States. See our member profile for customer support contact info. We have an easy return policy. Seller Inventory # 52158714
Quantity: 1 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
Seller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 4 out of 5 stars
Hardcover. Condition: Fine. Seller Inventory # mon0003754484
Quantity: 1 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Seller: Montclair Book Center, Montclair, NJ, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: USED Very Good. Seller Inventory # 479741
Quantity: 1 available