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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

by Steven Shreve
Save 17% Save 17%
Current price ₹6,199.00
Original price ₹7,439.00
Original price ₹7,439.00
Original price ₹7,439.00
(-17%)
₹6,199.00
Current price ₹6,199.00

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Book cover type: Paperback
  • ISBN13: 9780387249681
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 187
  • Original Price: USD 64.99
  • Language: English
  • Edition: N/A
  • Item Weight: 299 grams
  • BISAC Subject(s): Calculus, Finance / General, and Applied

This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The author does not assume familiarity with advanced mathematical concepts from measure-theoretic probability, but rather develops the necessary tools from this subject informally within the text. Many classroom-tested examples, exercises, and intuitive arguments are presented throughout the book.

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