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 ...
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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. Master's level studentsand researchers in mathematical finance and financial engineering will find this book useful.
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Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $41.00, very good condition, Sold by Open Books Ltd rated 5.0 out of 5 stars, ships from Chicago, IL, UNITED STATES, published 2010 by Springer.
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Very good. Open Books is a nonprofit social venture that provides literacy experiences for thousands of readers each year through inspiring programs and creative capitalization of books.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $41.00, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2010 by Springer.
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Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $51.96, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2008 by Springer.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1000grams, ISBN: 9780387401010.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $55.60, fair condition, Sold by Marlton Books LLC rated 5.0 out of 5 stars, ships from new york, NY, UNITED STATES, published 2010 by Springer-Verlag New York Inc..
Add this copy of Stochastic Calculus for Finance II to cart. $58.26, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2010 by Springer-Verlag New York Inc..
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $59.14, very good condition, Sold by Books From California rated 4.0 out of 5 stars, ships from Simi Valley, CA, UNITED STATES, published 2010 by Springer.
Add this copy of Stochastic Calculus for Finance II to cart. $59.19, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2010 by Springer-Verlag New York Inc..
Add this copy of Stochastic Calculus for Finance II to cart. $59.19, new condition, Sold by Educational Media Centre rated 4.0 out of 5 stars, ships from New Delhi, DELHI, INDIA, published 2004 by Springer.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $59.50, very good condition, Sold by Montclair Book Center rated 4.0 out of 5 stars, ships from Montclair, NJ, UNITED STATES, published 2004 by Springer.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $59.90, good condition, Sold by BooXX in Stock rated 3.0 out of 5 stars, ships from DEKALB, IL, UNITED STATES, published 2010 by Springer.
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Very Good. Textbook. Large, ~8.5 x ~11; On the outside, my copy appears NEW, MINT; there is an owner BookPlate; 550 newish pages; xc for some notes and underlining p215; author writes re a stock price is a generalized geometric Brownian motion; with the hi degree of uncertainty whether next is up or down; I ship anywhere you wish;
