You May Also Like
Sponsored
Sold by Mighty Ape
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.
Author Biography
Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
We are committed to protecting your rights under the Consumer Guarantees Act and working with our suppliers to assist with warranty claims. Products sold by Mighty Ape will be covered by a Manufacturer's Warranty for at least a one-year period from the date of purchase.
Your warranty will cover any manufacturing defects which, if existing, will present themselves within this warranty period.
Your warranty will not cover normal wear and tear, faults caused by misuse, and accidents which cause damage or theft caused after delivery. Using the product in a way it is not designed for will void your warranty.
Please refer to our Help Centre for more information.
