ENGLISH

Stochastic calculus for finance I: The binomial asset pricing model

By Steven E. Shreve

Book information

Publisher
Springer
Year
2005
ISBN
0387249680, 9780387401003, 9780387249681, 0387401008
LCC
HG106 .S57 2004
Open Library ID
OL3691821M
Language
english
Format
DJVU
Filesize
2 MB (2540208 bytes)
Series
Springer Finance
Edition
1
Pages
203\203
Library
Kolxo3
DPI
600
Orientation
yes
Scanned
yes
Time added
2009-07-20 03:45:11

Description

This is the first volume in a two volume sequence providing the foundational material on Stochastic calculus models in finance. This first volume is suitable for discrete-time finance. The only pre-requisite is standard calculus; may aspects such as martingales and change of measure are treated in detailed depth. Probability is covered in detail using the binomial model. The book will be suitable for advanced undergraduate courses and beginning masters-level students in mathematical finance and financial engineering. There are exercises and examples throughout and summaries at the end of each chapter.

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