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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.
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.
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 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.
| Erscheinungsjahr: | 2004 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Inhalt: |
xix
550 S. 28 Abb. |
| ISBN-13: | 9780387401010 |
| ISBN-10: | 0387401016 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: | Shreve, Steven |
| Hersteller: |
Springer US
Springer New York Springer US, New York, N.Y. |
| Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
| Maße: | 241 x 160 x 37 mm |
| Von/Mit: | Steven Shreve |
| Erscheinungsdatum: | 03.06.2004 |
| Gewicht: | 1,016 kg |
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 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.
| Erscheinungsjahr: | 2004 |
|---|---|
| Fachbereich: | Betriebswirtschaft |
| Genre: | Importe, Wirtschaft |
| Rubrik: | Recht & Wirtschaft |
| Medium: | Buch |
| Inhalt: |
xix
550 S. 28 Abb. |
| ISBN-13: | 9780387401010 |
| ISBN-10: | 0387401016 |
| Sprache: | Englisch |
| Einband: | Gebunden |
| Autor: | Shreve, Steven |
| Hersteller: |
Springer US
Springer New York Springer US, New York, N.Y. |
| Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
| Maße: | 241 x 160 x 37 mm |
| Von/Mit: | Steven Shreve |
| Erscheinungsdatum: | 03.06.2004 |
| Gewicht: | 1,016 kg |
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