STOCHASTIC CALCULUS FOR FINANCE I by Steven E. Shreve ( 9780387249681 )

Item Details

Title:

STOCHASTIC CALCULUS FOR FINANCE I
THE BINOMIAL ASSET PRICING MODEL

By:

Steven E. Shreve

Format:

Paperback

List price:

£54.99

Our price:

£48.12

Discount:

12.5% off

You save:

£6.87

ISBN 10:

0387249680

ISBN 13:

9780387249681

Availability:

Usually dispatched within 1-3 weeks.

Delivery rates

Stock:

Currently 0 available

Publisher:

SPRINGER-VERLAG NEW YORK INC.

Pub. date:

28 June, 2005

Series:

Springer Finance

Pages:

187

Description:

Suitable for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the US, this title presents exercises that are drawn from practical problems in quantitative finance.

Synopsis:

Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

Illustrations:

XV, 187 p.

Publication:

Imprint:

Springer-Verlag New York Inc.

Returns:

Returnable

Some other items by this author:

BROWNIAN MOTION AND STOCHASTIC CALCULUS (PB)

METHODS OF MATHEMATICAL FINANCE (HB)

METHODS OF MATHEMATICAL FINANCE (PB)

STOCHASTIC CALCULUS FOR FINANCE I (HB)