Stochastic Calculus for Finance PDF ePub eBook

Books Info:

Stochastic Calculus for Finance free pdf "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 students and researchers in mathematical finance and financial engineering will find this book useful.

About Steven E. Shreve

Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.

Details Book

Author : Steven E. Shreve
Publisher : Springer-Verlag New York Inc.
Data Published : 19 June 2008
ISBN : 0387401016
EAN : 9780387401010
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 550 pages
Age + : 15 years
Language : English
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