Stochastic calculus for finance I: the binomial asset pricing model

By:

Shreve, S. E

Series: Springer financePublication details: ‎Springer-Verlag, 2004. New York:Description: xv, 187p.; pbk; 24cmISBN:

9780387249681

Subject(s):

DDC classification:

332.0151922 SHR

Summary: 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

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Holdings
Item type	Current library	Collection	Call number	Copy number	Status	Date due	Barcode
Books	IIT Gandhinagar	General	332.0151922 SHR (Browse shelf(Opens below))	1	Available		031614

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

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