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 … mais…
lehmanns.de Custos de envio: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… mais…
Waterstones.com Nr. 9780387401003. Custos de envio:, , plus verzendkosten., mais custos de envio Details... |
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - Livro de bolso
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. Custos de envio: EUR 31.55 Details... |
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - Livro de bolso
ISBN: 9780387401003
paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book., 2.5
Biblio.co.uk |
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - Livro de bolso
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. Custos de envio: EUR 69.60 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 … mais…
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… mais…
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - Livro de bolso
2004
ISBN: 0387401008
[EAN: 9780387401003], Gebraucht, sehr guter Zustand, [PU: Springer], In Used Condition, Books
no/na Biblio.co.uk
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - Livro de bolso
ISBN: 9780387401003
paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book., 2.5
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - Livro de bolso
2004, ISBN: 0387401008
[EAN: 9780387401003], Neubuch, [PU: Springer], Books
Dados bibliográficos do melhor livro correspondente
Autor: | |
Título: | |
Número ISBN: |
Dados detalhados do livro - Stochastic Calculus for Finance I
EAN (ISBN-13): 9780387401003
ISBN (ISBN-10): 0387401008
Livro de capa dura
Livro de bolso
Ano de publicação: 2004
Editor/Editora: Springer-Verlag New York Inc.
187 Páginas
Peso: 0,445 kg
Língua: eng/Englisch
Livro na base de dados desde 2007-02-25T13:36:18+00:00 (Lisbon)
Página de detalhes modificada pela última vez em 2024-02-24T04:14:22+00:00 (Lisbon)
Número ISBN/EAN: 0387401008
Número ISBN - Ortografia alternativa:
0-387-40100-8, 978-0-387-40100-3
Ortografia alternativa e termos de pesquisa relacionados:
Autor do livro: shreve steven, carnegie, springer
Título do livro: springer, stochastic calculus finance binomial asset pricing model, binomi, calculus the, stochastic calculus for finance models
Dados da editora
Autor: Steven Shreve
Título: Springer Finance; Springer Finance Textbooks; Stochastic Calculus for Finance I - The Binomial Asset Pricing Model
Editora: Springer; Springer US
187 Páginas
Ano de publicação: 2004-04-21
New York; NY; US
Língua: Inglês
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
Outros livros adicionais, que poderiam ser muito similares com este livro:
Último livro semelhante:
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)
< Para arquivar...