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20241030112533.0 |
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031023s2004 nyua b 001 0 eng |
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|a GBA4X5343
|2 bnb
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|a 012875740
|2 Uk
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|a 0387401008 (set : alk. paper)
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|a 9780387401003 (set : alk. paper)
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|a 0387401016 (cased : v. 2)
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|a 9780387401010 (cased : v. 2)
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|a 0387249680 (v. 1 ; pbk.)
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|a 9780387249681 (v. 1 ; ǂq pbk.)
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|a 144192311X (v. 2 ; pbk.)
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|a 9781441923110 (v. 2 ; pbk.)
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|a (OCoLC)000054748
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|a (udesa)000054748USA01
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|a (OCoLC)53289874
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|a (OCoLC)990000547480204151
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|a DLC
|c DLC
|d MUQ
|d UKM
|d BAKER
|d NLGGC
|d UBY
|d BTCTA
|d YDXCP
|d STF
|d U@S
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|a pcc
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|a U@SA
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|a HG106
|b .S57 2004
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|a 332/.01/51922
|2 22
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| 100 |
1 |
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|a Shreve, Steven E.
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| 245 |
1 |
0 |
|a Stochastic calculus for finance /
|c Steven E. Shreve.
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| 260 |
|
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|a New York :
|b Springer-Verlag,
|c c2004.
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| 300 |
|
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|a 2 v. :
|b il. ;
|c 24 cm.
|
| 490 |
1 |
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|a Springer finance.
|p Textbook
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| 504 |
|
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|a Incluye referencias bibliográficas e índice.
|
| 505 |
0 |
0 |
|g v. 1. The
|t binomial asset pricing model --
|g v. 2.
|t Continuous-time models.
|
| 505 |
1 |
|
|a v. 1. The binomial asset pricing model: 1. One-period binomial model -- 2. Probability theory on Coin Toss Space -- 3. State prices -- 4. American derivative securities -- 5. Random walk -- 6. Interest-rate-dependent assets -- Proof of fundamental properties of conditional expectations.
|
| 520 |
|
|
|a "This book evolved from the first ten years of the Carnegie Mellon professional Master’s program in Computational Finance. The contents of the book have 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 refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. 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. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available." --Descripción del editor.
|
| 650 |
|
0 |
|a Finance
|x Mathematical models
|v Textbooks.
|
| 650 |
|
0 |
|a Stochastic analysis
|v Textbooks.
|
| 830 |
|
0 |
|a Springer finance.
|p Textbook.
|