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Springer. First Edition. Very Good. Very Good. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported Springer ISBN 0387401016 9780387401010 [US]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. [Montgomery, IL, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover First Edition Ships in a BOX from Central Missouri! UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes). [Columbia, MO, U.S.A.] [Publication Year: 2004]
Springer 2004 Hard cover Good All orders ship SAME or NEXT business day. Expedited shipments will be received in 1-5 business days within the United States. We proudly ship to APO/FPO addresses. 100% Satisfaction Guaranteed!
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer New York] Hardcover Ships SAME or NEXT business day. We Ship to APO/FPO addr. Choose EXPEDITED shipping and receive in 2-5 business days within the United States. See our member profile for customer support contact info. We have an easy return policy. [Grandview Heights, OH, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer 0] Hardcover Trusted Seller - Buy with confidence. Books are individually inspected & meet/exceed guidelines. Cover/spine may show signs of wear, and pages may include limited notes / highlighting. Used items may not include supplemental materials, CDs, Codes, Etc. [Miami, FL, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover SHIPS FROM USA. Used books have different signs of use and do not include supplemental materials such as CDs, Dvds, Access Codes, charts or any other extra material. All used books might have various degrees of writing, highliting and wear and tear and possibly be an ex-library with the usual stickers and stamps. Dust Jackets are not guaranteed and when still present, they will have various degrees of tear and damage. All images are Stock Photos, not of the actual item. [Portland, ME, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover Buy with confidence! Book is in acceptable condition with wear to the pages, binding, and some marks within 2.16 [Amherst, NY, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover Book is in Used-VeryGood condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain very limited notes and highlighting. 2.16 [Hawthorne, CA, U.S.A.] [Publication Year: 2004]
Springer. First Edition. Very Good. Very Good. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported Springer ISBN 0387401016 9780387401010 [US]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. [Goring-By-Sea, WS, United Kingdom] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover Book is in Used-LikeNew condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear. 2.16 [Hawthorne, CA, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover First Edition 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. [Houston, TX, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. [Goring-By-Sea, WS, United Kingdom] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover Book is in NEW condition. 2.16 [Hawthorne, CA, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover New! This book is in the same immaculate condition as when it was published 2.16 [Tucson, AZ, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover New. Fast Shipping and good customer service [Fayetteville, TX, U.S.A.] [Publication Year: 2004]
ISBN10: 0387401016, ISBN13: 9780387401010, [publisher: Springer] Hardcover 100% Customer Satisfaction Guaranteed ! The book shows some signs of wear from use but is a good readable copy. Cover in excellent condition. Binding tight. Pages in great shape, no tears. Not contain access codes, cd, DVD. [Suffolk, 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: 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: 2004] ...
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]
DISCLOSURE:
When you click on links to various merchants on this site and make a purchase, this can result in this site earning a commission at no extra cost to you. Affiliate programs and affiliations include, but are not limited to, the eBay Partner Network, Amazon and Alibris.
