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 ...
Read More
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.
Read Less
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. £25.70, good condition, Sold by newlegacybooks rated 5.0 out of 5 stars, ships from Annandale, NJ, UNITED STATES, published 2004 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. There is light highlighting or handwriting through out the book. Fast shipping and order satisfaction guaranteed. A portion of your purchase benefits Non-Profit Organizations, First Aid and Fire Stations!
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. £27.54, fair condition, Sold by Marlton Books LLC rated 4.0 out of 5 stars, ships from new york, NY, UNITED STATES, published 2004 by Springer.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. £27.92, like 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: Continuous-Time to cart. £28.79, fair condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2010 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fair. Connecting readers with great books since 1972. Used textbooks may not include companion materials such as access codes, etc. May have condition issues including wear and notes/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. £28.84, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2004 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Good. It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. £30.20, very good condition, Sold by CheapAZZbooks rated 4.0 out of 5 stars, ships from New Hartford, NY, UNITED STATES, published 2010 by Springer-Verlag New York Inc..
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. £34.17, very good condition, Sold by Book Dispensary rated 5.0 out of 5 stars, ships from Niagara Falls, NY, UNITED STATES, published 2010 by Springer.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. £35.56, very good condition, Sold by ThriftBooks-Atlanta rated 4.0 out of 5 stars, ships from Austell, GA, UNITED STATES, published 2010 by Springer.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. £37.06, good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2010 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
It's a preowned item in good condition and includes all the pages. It may have some general signs of wear and tear, such as markings, highlighting, slight damage to the cover, minimal wear to the binding, etc., but they will not affect the overall reading experience.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. £38.00, good condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Springer.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1000grams, ISBN: 9780387401010.
