Springer, December Date: 2010. Hardcover. USED Very Good. 2010. Springer ISBN 0387401016 9780387401010 [US]

ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer New York 2004-06-03, New York] Hardcover Language: ENG
[London, United Kingdom] [Publication Year: 2004]

ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer New York 2004-06-03, New York] Hardcover Language: ENG
[London, United Kingdom] [Publication Year: 2004]

ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer New York Jun 2004] Hardcover Druck auf Anfrage Neuware - Printed after ordering - 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.
[Einbeck, Germany] [Publication Year: ...
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Hardback. New. "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. ISBN 0387401016 9780387401010 [GB]

ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer New York Jun 2004] Hardcover Druck auf Anfrage Neuware - Printed after ordering - 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.
[Einbeck, Germany] [Publication Year: ...
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ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover New Book. Shipped from UK. Established seller since 2000.
[Wood Dale, IL, U.S.A.] [Publication Year: 2004]

ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover 2010. 1st. Hardcover. Treats the key classical models of finance through an applied probability approach. This book is suitable for those studying the mathematics of the classical theory of finance. Series: Springer Finance. Num Pages: 550 pages, biography. BIC Classification: KFF. Category: (G) General (US: Trade); (P) Professional & Vocational. Dimension: 164 x 240 x 36. Weight in Grams: 1010. . . . . .
[Galway, GY, Ireland] [Publication Year: 2010]

Hardback. New. "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. ISBN 0387401016 9780387401010 [GB]

ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover 2010. 1st. Hardcover. Treats the key classical models of finance through an applied probability approach. This book is suitable for those studying the mathematics of the classical theory of finance. Series: Springer Finance. Num Pages: 550 pages, biography. BIC Classification: KFF. Category: (G) General (US: Trade); (P) Professional & Vocational. Dimension: 164 x 240 x 36. Weight in Grams: 1010. . . . . . Books ship from the US and Ireland.
[Olney, MD, U.S.A.] [Publication Year: 2004]