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2004, ISBN: 9780387401003
[ED: Hardcover], [PU: Springer / Springer New York / Springer, Berlin], This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Fi… Mehr…
2004, ISBN: 9780387401003
The Binomial Asset Pricing Model, Buch, Hardcover, 2004 ed. Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering … Mehr…
2004
ISBN: 9780387401003
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 revi… Mehr…
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - Taschenbuch
2004, ISBN: 0387401008
[EAN: 9780387401003], Gebraucht, sehr guter Zustand, [PU: Springer], In Used Condition, Books
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) - Taschenbuch
2004, ISBN: 0387401008
[EAN: 9780387401003], Neubuch, [PU: Springer], Books
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Detailangaben zum Buch - Stochastic Calculus for Finance I
EAN (ISBN-13): 9780387401003
ISBN (ISBN-10): 0387401008
Gebundene Ausgabe
Taschenbuch
Erscheinungsjahr: 2004
Herausgeber: Springer-Verlag New York Inc.
187 Seiten
Gewicht: 0,445 kg
Sprache: eng/Englisch
Buch in der Datenbank seit 2007-02-25T14:36:18+01:00 (Berlin)
Detailseite zuletzt geändert am 2024-03-25T03:49:40+01:00 (Berlin)
ISBN/EAN: 0387401008
ISBN - alternative Schreibweisen:
0-387-40100-8, 978-0-387-40100-3
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: shreve steven, carnegie, springer
Titel des Buches: springer, stochastic calculus finance binomial asset pricing model, binomi, calculus the, stochastic calculus for finance models
Daten vom Verlag:
Autor/in: Steven Shreve
Titel: Springer Finance; Springer Finance Textbooks; Stochastic Calculus for Finance I - The Binomial Asset Pricing Model
Verlag: Springer; Springer US
187 Seiten
Erscheinungsjahr: 2004-04-21
New York; NY; US
Sprache: Englisch
64,19 € (DE)
65,99 € (AT)
71,00 CHF (CH)
Available
XV, 187 p.
BB; Hardcover, Softcover / Mathematik/Sonstiges; Angewandte Mathematik; Verstehen; Arbitrage; Finance; Measure; Probability space; Probability theory; Random variable; Sage; Stochastic calculus; quantitative finance; Mathematics in Business, Economics and Finance; Applications of Mathematics; Financial Economics; Probability Theory; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Finanzenwesen und Finanzindustrie; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; BC
1 The Binomial No-Arbitrage Pricing Model.- 1.1 One-Period Binomial Model.- 1.2 Multiperiod Binomial Model.- 1.3 Computational Considerations.- 1.4 Summary.- 1.5 Notes.- 1.6 Exercises.- 2 Probability Theory on Coin Toss Space.- 2.1 Finite Probability Spaces.- 2.2 Random Variables, Distributions, and Expectations.- 2.3 Conditional Expectations.- 2.4 Martingales.- 2.5 Markov Processes.- 2.6 Summary.- 2.7 Notes.- 2.8 Exercises.- 3 State Prices.- 3.1 Change of Measure.- 3.2 Radon-Nikodým Derivative Process.- 3.3 Capital Asset Pricing Model.- 3.4 Summary.- 3.5 Notes.- 3.6 Exercises.- 4 American Derivative Securities.- 4.1 Introduction.- 4.2 Non-Path-Dependent American Derivatives.- 4.3 Stopping Times.- 4.4 General American Derivatives.- 4.5 American Call Options.- 4.6 Summary.- 4.7 Notes.- 4.8 Exercises.- 5 Random Walk.- 5.1 Introduction.- 5.2 First Passage Times.- 5.3 Reflection Principle.- 5.4 Perpetual American Put: An Example.- 5.5 Summary.- 5.6 Notes.- 5.7 Exercises.- 6 Interest-Rate-Dependent Assets.- 6.1 Introduction.- 6.2 Binomial Model for Interest Rates.- 6.3 Fixed-Income Derivatives.- 6.4 Forward Measures.- 6.5 Futures.- 6.6 Summary.- 6.7 Notes.- 6.8 Exercises.- Proof of Fundamental Properties of Conditional Expectations.- References.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 years Includes supplementary material: sn.pub/extras Request lecturer material: sn.pub/lecturer-material
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