Stochastic calculus for finance I: the binomial asset pricing model
Series: Springer financePublication details: Springer-Verlag, 2004. New York:Description: xv, 187p.; pbk; 24cmISBN:- 9780387249681
- 332.0151922 SHR
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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IIT Gandhinagar | General | 332.0151922 SHR (Browse shelf(Opens below)) | 1 | Available | 031614 |
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332 ARM Economics of Microfinance | 332 BOD Financial economics | 332 GRA Debt: the first 5,000 years | 332.0151922 SHR Stochastic calculus for finance I: the binomial asset pricing model | 332.024010865 ZEL Purchase of intimacy | 332.041 PIK Capital in the twenty-first century | 332.042 SAS Global city: New York, London, Tokyo |
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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