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Stochastic calculus for finance /
Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. The book includes a self-contained treatment of the pr...
| Clasificación: | HG106 S5.74 |
|---|---|
| Autor principal: | |
| Formato: | Libro |
| Idioma: | Inglés |
| Publicado: |
New York :
Springer,
[2004].
©2004. |
| Colección: | Springer finance. Textbook
|
| Temas: |
MARC
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| 050 | 4 | |a HG106 |b S5.74 | |
| 090 | |a HG106 |b S5.74 | ||
| 100 | 1 | |a Shreve, Steven E., |e autor | |
| 245 | 1 | 0 | |a Stochastic calculus for finance / |c Steven E. Shreve. |
| 264 | 1 | |a New York : |b Springer, |c [2004]. | |
| 264 | 1 | |a ©2004. | |
| 300 | |a volúmenes : |b ilustraciones ; |c 25 cm. | ||
| 336 | |a texto |b txt |2 rdacontent | ||
| 337 | |a sin medio |b n |2 rdamedia | ||
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| 490 | 1 | |a Springer finance. Textbook | |
| 504 | |a Incluye referencias bibliográficas e índice. | ||
| 505 | 1 | 0 | |g volumen 1. (187 páginas) |t The binomial asset pricing model.-- |g volumen 2. |t Continuous-timemodels. |
| 520 | 0 | |a Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time. 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. Classroom-tested exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance. Instructor's manual available. | |
| 538 | |a Promep Carlos Ibarra | ||
| 538 | |a Matemáticas Promep Conv. No. 32888 (10,000)Carlos Ibarra. | ||
| 538 | |a Comunidad/CBI/Presupuesto Biblioteca 156.01.01.92/ICL20070100/IBI20070122/COBI. Fac-15042/[w249007/$597.31 (v.I)/w249008/$597.31 (v.I)/w249009/$1,080.31 (v.II)/w249010/$1,080.31 (v.II)] | ||
| 650 | 0 | |a Finance |x Mathematical models |v Textbooks | |
| 650 | 0 | |a Stochastic analysis |v Textbooks | |
| 650 | 4 | |a Finanzas |x Modelos matemáticos |v Libros de texto | |
| 650 | 4 | |a Análisis estocástico |v Libros de texto | |
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| 938 | |a Matemáticas Promep Conv. No. 32888 (10,000) |a Carlos Ibarra. |b Julio 2004, |n Solicitados a Difusion Científica |a Pendiente |a Noviembre 29, 2004 |c 5,879.00 USD | ||
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| 949 | |a Biblioteca UAM Iztapalapa |b Colección General |c HG106 S5.74 | ||