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 ...
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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.
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Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $54.79, new condition, Sold by SurplusTextSeller rated 5.0 out of 5 stars, ships from Columbia, MO, UNITED STATES, published 2010 by Springer-Verlag New York Inc..
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New. Sewn binding. Cloth over boards. 550 p. Contains: Unspecified. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
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Edition:
Softcover reprint of the original 1st edition 2004
Publisher:
Springer-Verlag New York Inc.
Published:
1/1/2010 12: 12: 00 AM
Language:
English
Alibris ID:
18347041259
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Stochastic Calculus for Finance II to cart. $63.65, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2004 by Springer.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $64.75, new condition, Sold by Zebras Books rated 5.0 out of 5 stars, ships from Somerset, NJ, UNITED STATES, published 2004 by Springer.
Add this copy of Stochastic Calculus for Finance II to cart. $67.64, new condition, Sold by Paperbackshop International rated 2.0 out of 5 stars, ships from Fairford, GLOS, UNITED KINGDOM, published 2010 by Springer-Verlag New York Inc.
Edition:
Softcover reprint of the original 1st edition 2004
Publisher:
Springer-Verlag New York Inc.
Published:
1/1/2010 12: 12: 00 AM
Language:
English
Alibris ID:
18347045693
Shipping Options:
Standard Shipping: $4.85
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Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Stochastic Calculus for Finance II to cart. $67.64, new condition, Sold by Paperbackshop International rated 2.0 out of 5 stars, ships from Fairford, GLOS, UNITED KINGDOM, published 2004 by Springer.
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Seller's Description:
PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.