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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.
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.
This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The author does not assume familiarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.
| Erscheinungsjahr: | 2004 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Seiten: | 208 |
| Reihe: | Springer Finance Textbooks |
| Inhalt: |
xv
187 S. 33 s/w Illustr. 33 s/w Zeichng. |
| ISBN-13: | 9780387401003 |
| ISBN-10: | 0387401008 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Shreve, Steven |
| Auflage: | 2004 |
| Hersteller: |
Springer US
Springer New York Springer Finance Textbooks |
| Maße: | 241 x 160 x 17 mm |
| Von/Mit: | Steven Shreve |
| Erscheinungsdatum: | 21.04.2004 |
| Gewicht: | 0,483 kg |
This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The author does not assume familiarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.
| Erscheinungsjahr: | 2004 |
|---|---|
| Fachbereich: | Wahrscheinlichkeitstheorie |
| Genre: | Mathematik |
| Rubrik: | Naturwissenschaften & Technik |
| Medium: | Buch |
| Seiten: | 208 |
| Reihe: | Springer Finance Textbooks |
| Inhalt: |
xv
187 S. 33 s/w Illustr. 33 s/w Zeichng. |
| ISBN-13: | 9780387401003 |
| ISBN-10: | 0387401008 |
| Sprache: | Englisch |
| Ausstattung / Beilage: | HC runder Rücken kaschiert |
| Einband: | Gebunden |
| Autor: | Shreve, Steven |
| Auflage: | 2004 |
| Hersteller: |
Springer US
Springer New York Springer Finance Textbooks |
| Maße: | 241 x 160 x 17 mm |
| Von/Mit: | Steven Shreve |
| Erscheinungsdatum: | 21.04.2004 |
| Gewicht: | 0,483 kg |
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