We Need Diverse Ya Sale
 
 

Special Offers see all

Enter to WIN a $100 Credit

Subscribe to PowellsBooks.news
for a chance to win.
Privacy Policy

Visit our stores


    Recently Viewed clear list


    The Powell's Playlist | June 15, 2015

    Matthew Quick: IMG Portia Kane's '80s Metal Mix



    Two of Love May Fail's main characters, Portia Kane and Chuck Bass — now in their early 40s — still love the metal music that was... Continue »
    1. $18.19 Sale Hardcover add to wish list

      Love May Fail

      Matthew Quick 9780062285560

    spacer
Qualifying orders ship free.
$61.25
New Trade Paper
Ships in 1 to 3 days
Add to Wishlist
available for shipping or prepaid pickup only
Available for In-store Pickup
in 7 to 12 days
Qty Store Section
25 Remote Warehouse Mathematics- Calculus

This title in other editions

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

by

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model Cover

 

Synopses & Reviews

Publisher Comments:

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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students 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.

Synopsis:

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

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 stchastic 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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students 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.

Table of Contents

The Binomial No-Arbitrage Pricing Model.- Probability Theory on Coin-Toss Space.- State Prices.- American Derivative Securities.- Random Walk.- Interest rate dependent assets.

Product Details

ISBN:
9780387249681
Author:
Shreve, Steven E.
Publisher:
Springer
Author:
Shreve, Steven
Location:
New York, NY
Subject:
Finance
Subject:
Applied
Subject:
Derivative securities
Subject:
Financial engineering
Subject:
Probability & Statistics - General
Subject:
stochastic calculus
Subject:
Calculus
Subject:
Mathematics-Calculus
Subject:
Game Theory
Subject:
Quantitative Finance
Subject:
APPLICATIONS OF MATHEMATICS
Subject:
Finance/Investment/Banking
Subject:
Probability Theory and Stochastic Processes
Subject:
Mathematics
Subject:
B
Subject:
mathematics and statistics
Subject:
Distribution (Probability theory)
Copyright:
Edition Number:
1
Edition Description:
Book
Series:
Springer Finance / Springer Finance Textbooks
Publication Date:
June 2005
Binding:
TRADE PAPER
Language:
English
Illustrations:
Y
Pages:
202
Dimensions:
235 x 155 mm 660 gr

Other books you might like

  1. Louis Bachelier's Theory of... New Hardcover $77.50
  2. The New Market Wizards:... Used Trade Paper $3.95
  3. Fortune's Formula: The Untold Story... Used Trade Paper $7.50
  4. The C Puzzle Book New Trade Paper $24.75
  5. Advanced C++ Programming Styles and... Used Trade Paper $45.50

Related Subjects

Business » Accounting and Finance
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Calculus » General
Science and Mathematics » Mathematics » Econometrics
Science and Mathematics » Physics » General
Science and Mathematics » Physics » Meteorology

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model New Trade Paper
0 stars - 0 reviews
$61.25 In Stock
Product details 202 pages Springer - English 9780387249681 Reviews:
"Synopsis" by , Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
"Synopsis" by , 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 stchastic 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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance. Advanced undergraduates and Masters level students 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.
spacer
spacer
  • back to top

FOLLOW US ON...

     
Powell's City of Books is an independent bookstore in Portland, Oregon, that fills a whole city block with more than a million new, used, and out of print books. Shop those shelves — plus literally millions more books, DVDs, and gifts — here at Powells.com.