Stochastic Calculus for Finance I

Stochastic Calculus for Finance I
Author :
Publisher : Springer Science & Business Media
Total Pages : 212
Release :
ISBN-10 : 0387249680
ISBN-13 : 9780387249681
Rating : 4/5 (681 Downloads)

Book Synopsis Stochastic Calculus for Finance I by : Steven Shreve

Download or read book Stochastic Calculus for Finance I written by Steven Shreve and published by Springer Science & Business Media. This book was released on 2005-06-28 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance


Stochastic Calculus for Finance I Related Books

Stochastic Calculus for Finance I
Language: en
Pages: 212
Authors: Steven Shreve
Categories: Mathematics
Type: BOOK - Published: 2005-06-28 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been test
Stochastic Calculus for Finance II
Language: en
Pages: 0
Authors: Steven Shreve
Categories: Mathematics
Type: BOOK - Published: 2010-12-01 - Publisher: Springer

DOWNLOAD EBOOK

"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written
Financial Calculus
Language: en
Pages: 252
Authors: Martin Baxter
Categories: Business & Economics
Type: BOOK - Published: 1996-09-19 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A rigorous introduction to the mathematics of pricing, construction and hedging of derivative securities.
Elementary Stochastic Calculus with Finance in View
Language: en
Pages: 230
Authors: Thomas Mikosch
Categories: Mathematics
Type: BOOK - Published: 1998 - Publisher: World Scientific

DOWNLOAD EBOOK

Modelling with the Ito integral or stochastic differential equations has become increasingly important in various applied fields, including physics, biology, ch
A Course in Financial Calculus
Language: en
Pages: 208
Authors: Alison Etheridge
Categories: Business & Economics
Type: BOOK - Published: 2002-08-15 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Finance provides a dramatic example of the successful application of mathematics to the practical problem of pricing financial derivatives. This self-contained