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Stochastic Calculus for Finance I

The Binomial Asset Pricing Model

Language EnglishEnglish
Book Paperback
Book Stochastic Calculus for Finance I Steven E. Shreve
Libristo code: 04066793
Publishers Springer-Verlag New York Inc., June 2005
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the lea... Full description
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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 yearsExercises conclude every chapter;

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About the book

Full name Stochastic Calculus for Finance I
Author Steven E. Shreve
Language English
Binding Book - Paperback
Date of issue 2005
Number of pages 187
EAN 9780387249681
ISBN 0387249680
Libristo code 04066793
Publishers Springer-Verlag New York Inc.
Weight 324
Dimensions 157 x 234 x 11

Categories

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Calculus
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Finance & accounting > Finance
Mathematics & Science > Mathematics > Probability & statistics
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