Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

4.35 avg rating
( 86 ratings by Goodreads )
 
9780387401010: 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

"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.

Buy New View Book
List Price: US$ 74.95
US$ 55.32

Convert Currency

Shipping: FREE
From United Kingdom to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Steven E. Shreve
Published by Springer-Verlag New York Inc., United States (2010)
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Hardcover Quantity Available: 1
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Springer-Verlag New York Inc., United States, 2010. Hardback. Book Condition: New. 1st ed. 2004. Corr. 2nd printing 2010. 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. Bookseller Inventory # AAZ9780387401010

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 55.32
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Shreve, Steven
Published by Springer-Verlag New York Inc. (2004)
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Quantity Available: 6
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Springer-Verlag New York Inc., 2004. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # GB-9780387401010

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 50.28
Convert Currency

Add to Basket

Shipping: US$ 11.87
From United Kingdom to U.S.A.
Destination, Rates & Speeds

3.

Steven E. Shreve
Published by Springer-Verlag New York Inc., United States (2010)
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Hardcover Quantity Available: 1
Seller:
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Springer-Verlag New York Inc., United States, 2010. Hardback. Book Condition: New. 1st ed. 2004. Corr. 2nd printing 2010. 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. Bookseller Inventory # AAZ9780387401010

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 62.59
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Steven E. Shreve
Published by Springer 2008-06-19 (2008)
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Quantity Available: 5
Seller:
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description Springer 2008-06-19, 2008. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-GRD-02980249

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 58.92
Convert Currency

Add to Basket

Shipping: US$ 3.94
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Steven E. Shreve
Published by Springer-Verlag New York Inc., United States (2010)
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Hardcover Quantity Available: 10
Seller:
Book Depository hard to find
(London, United Kingdom)
Rating
[?]

Book Description Springer-Verlag New York Inc., United States, 2010. Hardback. Book Condition: New. 1st ed. 2004. Corr. 2nd printing 2010. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. 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. Bookseller Inventory # LIE9780387401010

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.67
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Steven Shreve
Published by Springer New York 2004-06-03, New York (2004)
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Hardcover Quantity Available: > 20
Seller:
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Springer New York 2004-06-03, New York, 2004. hardback. Book Condition: New. Bookseller Inventory # 9780387401010

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 57.48
Convert Currency

Add to Basket

Shipping: US$ 7.92
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Steven Shreve
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Quantity Available: 3
Seller:
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Bookseller Inventory # ST0387401016. Bookseller Inventory # ST0387401016

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 65.50
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

8.

Shreve, Steven
Published by Springer (2010)
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Hardcover Quantity Available: 5
Rating
[?]

Book Description Springer, 2010. Book Condition: New. 2010. 1st. Hardcover. Treats the key classical models of finance through an applied probability approach. This book is suitable for those studying the mathematics of the classical theory of finance. Series: Springer Finance. Num Pages: 550 pages, biography. BIC Classification: KFF. Category: (G) General (US: Trade); (P) Professional & Vocational. Dimension: 164 x 240 x 36. Weight in Grams: 1010. . . . . . . Bookseller Inventory # V9780387401010

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 66.43
Convert Currency

Add to Basket

Shipping: FREE
From Ireland to U.S.A.
Destination, Rates & Speeds

9.

Steven E. Shreve
Published by Springer
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Hardcover Quantity Available: 14
Seller:
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description Springer. Hardcover. Book Condition: New. New copy - Usually dispatched within 2 working days. Bookseller Inventory # B9780387401010

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 58.71
Convert Currency

Add to Basket

Shipping: US$ 9.16
From United Kingdom to U.S.A.
Destination, Rates & Speeds

10.

Shreve, Steven
Published by Springer
ISBN 10: 0387401016 ISBN 13: 9780387401010
New Hardcover Quantity Available: 5
Seller:
Kennys Bookstore
(Olney, MD, U.S.A.)
Rating
[?]

Book Description Springer. Book Condition: New. 2010. 1st. Hardcover. Treats the key classical models of finance through an applied probability approach. This book is suitable for those studying the mathematics of the classical theory of finance. Series: Springer Finance. Num Pages: 550 pages, biography. BIC Classification: KFF. Category: (G) General (US: Trade); (P) Professional & Vocational. Dimension: 164 x 240 x 36. Weight in Grams: 1010. . . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780387401010

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 67.97
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book