Stochastic Calculus for Finance I: The Binomial Asset Pricing Model


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Description

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 years

Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance



Author: Steven Shreve
Publisher: Springer
Published: 04/21/2004
Pages: 187
Binding Type: Hardcover
Weight: 0.98lbs
Size: 9.60h x 6.04w x 0.59d
ISBN13: 9780387401003
ISBN10: 0387401008
BISAC Categories:
- Mathematics | Calculus
- Mathematics | Applied
- Mathematics | Probability & Statistics | General