2004, ISBN: 9780387401003
[ED: Hardcover], [PU: Springer / Springer New York / Springer, Berlin], This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Fi… Altro …
booklooker.de buecher.de GmbH & Co. KG Costi di spedizione:Versandkostenfrei, Versand nach Deutschland. (EUR 0.00) Details... |
2004, ISBN: 9780387401003
The Binomial Asset Pricing Model, Buch, Hardcover, 2004 ed. Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering … Altro …
lehmanns.de Costi di spedizione:Versand in 10-20 Tagen. (EUR 0.00) Details... |
2004, ISBN: 9780387401003
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 revi… Altro …
Waterstones.com Nr. 9780387401003. Costi di spedizione:, , plus verzendkosten., Costi di spedizione aggiuntivi Details... |
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - edizione con copertina flessibile
2004, ISBN: 0387401008
[EAN: 9780387401003], Gebraucht, sehr guter Zustand, [PU: Springer], In Used Condition, Books
AbeBooks.de Byrd Books, Austin, TX, U.S.A. [83414208] [Rating: 5 (von 5)] NOT NEW BOOK. Costi di spedizione: EUR 31.55 Details... |
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - edizione con copertina flessibile
2004, ISBN: 0387401008
[EAN: 9780387401003], Neubuch, [PU: Springer], Books
AbeBooks.de Lucky's Textbooks, Dallas, TX, U.S.A. [60577173] [Rating: 5 (von 5)] NEW BOOK. Costi di spedizione: EUR 69.60 Details... |
2004, ISBN: 9780387401003
[ED: Hardcover], [PU: Springer / Springer New York / Springer, Berlin], This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Fi… Altro …
2004, ISBN: 9780387401003
The Binomial Asset Pricing Model, Buch, Hardcover, 2004 ed. Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering … Altro …
2004
ISBN: 9780387401003
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 revi… Altro …
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - edizione con copertina flessibile
2004, ISBN: 0387401008
[EAN: 9780387401003], Gebraucht, sehr guter Zustand, [PU: Springer], In Used Condition, Books
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - edizione con copertina flessibile
2004, ISBN: 0387401008
[EAN: 9780387401003], Neubuch, [PU: Springer], Books
Dati bibliografici del miglior libro corrispondente
Autore: | |
Titolo: | |
ISBN: |
Informazioni dettagliate del libro - Stochastic Calculus for Finance I
EAN (ISBN-13): 9780387401003
ISBN (ISBN-10): 0387401008
Copertina rigida
Copertina flessibile
Anno di pubblicazione: 2004
Editore: Springer-Verlag New York Inc.
187 Pagine
Peso: 0,445 kg
Lingua: eng/Englisch
Libro nella banca dati dal 2007-02-25T14:36:18+01:00 (Zurich)
Pagina di dettaglio ultima modifica in 2024-03-25T03:49:40+01:00 (Zurich)
ISBN/EAN: 9780387401003
ISBN - Stili di scrittura alternativi:
0-387-40100-8, 978-0-387-40100-3
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : shreve steven, carnegie, springer
Titolo del libro: springer, stochastic calculus finance binomial asset pricing model, binomi, calculus the, stochastic calculus for finance models
Dati dell'editore
Autore: Steven Shreve
Titolo: Springer Finance; Springer Finance Textbooks; Stochastic Calculus for Finance I - The Binomial Asset Pricing Model
Editore: Springer; Springer US
187 Pagine
Anno di pubblicazione: 2004-04-21
New York; NY; US
Lingua: Inglese
64,19 € (DE)
65,99 € (AT)
71,00 CHF (CH)
Available
XV, 187 p.
BB; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Arbitrage; Finance; Measure; Probability space; Probability theory; Random variable; Sage; Stochastic calculus; quantitative finance; Mathematics in Business, Economics and Finance; Applications of Mathematics; Financial Economics; Probability Theory; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Finanzenwesen und Finanzindustrie; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; BC
1 The Binomial No-Arbitrage Pricing Model.- 1.1 One-Period Binomial Model.- 1.2 Multiperiod Binomial Model.- 1.3 Computational Considerations.- 1.4 Summary.- 1.5 Notes.- 1.6 Exercises.- 2 Probability Theory on Coin Toss Space.- 2.1 Finite Probability Spaces.- 2.2 Random Variables, Distributions, and Expectations.- 2.3 Conditional Expectations.- 2.4 Martingales.- 2.5 Markov Processes.- 2.6 Summary.- 2.7 Notes.- 2.8 Exercises.- 3 State Prices.- 3.1 Change of Measure.- 3.2 Radon-Nikodým Derivative Process.- 3.3 Capital Asset Pricing Model.- 3.4 Summary.- 3.5 Notes.- 3.6 Exercises.- 4 American Derivative Securities.- 4.1 Introduction.- 4.2 Non-Path-Dependent American Derivatives.- 4.3 Stopping Times.- 4.4 General American Derivatives.- 4.5 American Call Options.- 4.6 Summary.- 4.7 Notes.- 4.8 Exercises.- 5 Random Walk.- 5.1 Introduction.- 5.2 First Passage Times.- 5.3 Reflection Principle.- 5.4 Perpetual American Put: An Example.- 5.5 Summary.- 5.6 Notes.- 5.7 Exercises.- 6 Interest-Rate-Dependent Assets.- 6.1 Introduction.- 6.2 Binomial Model for Interest Rates.- 6.3 Fixed-Income Derivatives.- 6.4 Forward Measures.- 6.5 Futures.- 6.6 Summary.- 6.7 Notes.- 6.8 Exercises.- Proof of Fundamental Properties of Conditional Expectations.- References.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 Includes supplementary material: sn.pub/extras Request lecturer material: sn.pub/lecturer-material
Altri libri che potrebbero essere simili a questo:
Ultimo libro simile:
9780387225272 Stochastic Calculus for Finance I (Steven Shreve)
- 9780387225272 Stochastic Calculus for Finance I (Steven Shreve)
- 8601300246109 [(Stochastic Calculus for Finance: v. 1: The Binomial Asset Pricing Model)] [by: Steven E. Shreve] (Steven Shreve)
- 8581000035305 Stochastic Calculus for Finance I: The Binomial Asset Pricing Model by Steven Shreve (Jun 28 2005) (StevenE. Shreve)
- 2900387401002 Stochastic Calculus for Finance I (Steven E. Shreve)
- 2900387249680 Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Steven Shreve)
- 9780387104003 Stochastic Calculus Models For Finance: the Binomial Asset Pricing Model (S.E. Shreve, S.E. Shreve)
- 9780387249681 Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (Shreve, Steven)
- Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Shreve, Steven)
< Per archiviare...