Hardcover edition, corrected 8th printing (2008) in Near Fine/Very Good+ condition. The covers are in great shape except for a small bump at the top edge of the front cover. There is a tiny (1 mm) spot at the top edge of the text block. The binding is square and tight. Small abrasion to the front flyleaf. The interior pages are unmarked, clean and bright as new. The book will be carefully packaged for shipment for protection from the elements. USPS electronic tracking number issued free of charge.

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Bibliographic Details

Title: Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
Publisher: Springer, New York
Language: English
ISBN 10: 0387401016
ISBN 13: 9780387401010
Binding: Hardcover
Edition: First Edition.
Condition: Very Good
Dust Jacket Condition: No Jacket

About this title

Synopsis

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.

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.

Store Description

Alien Bindings is an online bookshop located in Baltimore that has been in operation for nearly 20 years. Alien Bindings caters to the sciences including the physical sciences, astronomy, mathematics, computer science, the social sciences and medicine. I also dabble in a wide array of other categories including antiquarian books and history. I run a clean, green business. I try to reuse clean materials for packaging whenever possible. For example, books are carefully packaged frequently using clean cardboard for custom made boxes, recycled paper is used for printed labels and recycled plastic or bubble wrap is used for a weather-proof barrier. I drop the packages off to my local post office via foot or cycle in order to further reduce the carbon footprint.