| 书目名称 | Stochastic Calculus for Finance I |
| 副标题 | The Binomial Asset P |
| 编辑 | Steven E. Shreve |
| 视频video | http://file.papertrans.cn/878/877869/877869.mp4 |
| 概述 | 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 p |
| 丛书名称 | Springer Finance |
| 图书封面 |  |
| 描述 | .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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume. ..Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quant |
| 出版日期 | Textbook 2004 |
| 关键词 | Arbitrage; Finance; Measure; Probability space; Probability theory; Random variable; Sage; Stochastic calcu |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-0-387-22527-2 |
| isbn_softcover | 978-0-387-24968-1 |
| isbn_ebook | 978-0-387-22527-2Series ISSN 1616-0533 Series E-ISSN 2195-0687 |
| issn_series | 1616-0533 |
| copyright | Springer Science+Business Media New York 2004 |
|Archiver|手机版|小黑屋|
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