Stochastic calculus for finance I: the binomial asset pricing model
Shreve, S. E.
Stochastic calculus for finance I: the binomial asset pricing model - New York: ‎Springer-Verlag, 2004. - xv, 187p.; pbk; 24cm. - Springer finance .
Includes reference and index
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 stchastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.
https://link.springer.com/book/10.1007/978-0-387-22527-2
9780387249681
Stochastic analysis
Finance--Mathematical models
Financial engineering
Pricing model
Coin toss space
Random walk
332.0151922 / SHR
Stochastic calculus for finance I: the binomial asset pricing model - New York: ‎Springer-Verlag, 2004. - xv, 187p.; pbk; 24cm. - Springer finance .
Includes reference and index
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 stchastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes.
https://link.springer.com/book/10.1007/978-0-387-22527-2
9780387249681
Stochastic analysis
Finance--Mathematical models
Financial engineering
Pricing model
Coin toss space
Random walk
332.0151922 / SHR
