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 ...
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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 studentsand researchers in mathematical finance and financial engineering will find this book useful.
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Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $26.96, very good condition, Sold by Books From California rated 4.0 out of 5 stars, ships from Simi Valley, CA, UNITED STATES, published 2008 by Springer.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $28.38, very good condition, Sold by BooksRun rated 4.0 out of 5 stars, ships from Philadelphia, PA, UNITED STATES, published 2004 by Springer.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $30.59, fair condition, Sold by CampusBear rated 5.0 out of 5 stars, ships from Coppell, TX, UNITED STATES, published 2004 by Springer.
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Fair. Size: 9x1x6; Item has wear. It may also include highlighting on multiple pages. The text is readable, and the condition does not affect the usability of the book.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $31.91, like new condition, Sold by Zebras Books rated 5.0 out of 5 stars, ships from Somerset, NJ, UNITED STATES, published 2004 by Springer.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $52.50, very good condition, Sold by Montclair Book Center rated 4.0 out of 5 stars, ships from Montclair, NJ, UNITED STATES, published 2004 by Springer.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $54.24, good condition, Sold by Anybook rated 5.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Springer.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1000grams, ISBN: 9780387401010.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $58.44, like new condition, Sold by GreatBookPrices rated 4.0 out of 5 stars, ships from Columbia, MD, UNITED STATES, published 2004 by Springer.
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Fine. Sewn binding. Cloth over boards. 550 p. Contains: Unspecified. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Stochastic Calculus for Finance II: Continuous-Time to cart. $59.99, very good condition, Sold by Alien Bindings rated 5.0 out of 5 stars, ships from BALTIMORE, MD, UNITED STATES, published 2008 by Springer.
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Hardcover edition, corrected 8th printing (2008) in Near Fine/Very Good+ condition. The covers are in great shape except for a small bump at the top edge of the front cover. There is a tiny (1 mm) spot at the top edge of the text block. The binding is square and tight. Small abrasion to the front flyleaf. The interior pages are unmarked, clean and bright as new. The book will be carefully packaged for shipment for protection from the elements. USPS electronic tracking number issued free of charge. 550 pages.
