Stochastic Calculus for Finance II. Continuous-Time Models (Gebundene Ausgabe) von Steven E. Shreve   Synopsis: "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.Masters level students and researchers in mathematical finance and financial engineering will find this book useful.Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education. Rezensionen ansehen...   Angebote zu  Stochastic ,  Calculus ,  Finance  ab 1 Euro! Siehe auch folgende Artikel: Stochastic Calculus for Finance I. The Binomial Asset Pricing Model von Steven E. Shreve Stochastic Differential Equations. An Introduction with Applications von Bernt Oeksendal Arbitrage Theory in Continuous Time von Tomas Bjork Risk-Neutral Valuation. Pricing and Hedging of Financial Derivatives von Nicholas H. Bingham Mehr zu  Popular Economics,  Finance & Investing,  Business & Investing,  Accounting,  Accounting,  Finance,  Calculus,  Mathematics,  Calculus Home ...,    Angebote ansehen ...,    Begleitseite ... Herausgeber dieser Seite ist DomainLoc.com GmbH - Partner von Amazon.de Copyright © DomainLoc.com GmbH (Impressum)