Items related to Stochastic Calculus for Finance II: Continuous-Time...
Synopsis
This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.
"synopsis" may belong to another edition of this title.
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.
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 this title" may belong to another edition of this title.
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
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G144192311XI4N00
Quantity: 1 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Seller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 5 out of 5 stars
paperback. Condition: Very Good. Seller Inventory # mon0003655131
Quantity: 4 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Seller: Anybook.com, Lincoln, United Kingdom
Seller rating 5 out of 5 stars
Condition: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,950grams, ISBN:9781441923110. Seller Inventory # 9622068
Quantity: 1 available
Seller Image
Stochastic Calculus for Finance II : Continuous-Time Models
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 11865923-n
Quantity: Over 20 available
Stock Image
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
Seller: Grand Eagle Retail, Bensenville, IL, U.S.A.
Seller rating 5 out of 5 stars
Paperback. Condition: new. Paperback. 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.Master's level studentsand researchers in mathematical finance and financial engineering will find this book useful. Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781441923110
Quantity: 1 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance Textbooks)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar2411530294057
Quantity: Over 20 available
Stock Image
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance Textbooks)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9781441923110
Quantity: Over 20 available
Seller Image
Stochastic Calculus for Finance II : Continuous-Time Models
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: As New. Unread book in perfect condition. Seller Inventory # 11865923
Quantity: Over 20 available
Seller Image
Stochastic Calculus for Finance II : Continuous-Time Models
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 11865923-n
Quantity: 3 available
Seller Image
Stochastic Calculus for Finance II
Published by
Springer New York Dez 2010, 2010
ISBN 10: 144192311X
ISBN 13: 9781441923110
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -'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 572 pp. Englisch. Seller Inventory # 9781441923110
Quantity: 2 available