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Stochastic calculus for finance I: The binomial asset pricing model

✍ Scribed by Steven E. Shreve

Book ID
127426399
Publisher
Springer
Year
2005
Tongue
English
Weight
2 MB
Series
Springer Finance
Edition
1
Category
Library
ISBN
0387401008

No coin nor oath required. For personal study only.

✦ Synopsis

This is the first volume in a two volume sequence providing the foundational material on Stochastic calculus models in finance. This first volume is suitable for discrete-time finance. The only pre-requisite is standard calculus; may aspects such as martingales and change of measure are treated in detailed depth. Probability is covered in detail using the binomial model.

The book will be suitable for advanced undergraduate courses and beginning masters-level students in mathematical finance and financial engineering. There are exercises and examples throughout and summaries at the end of each chapter.

πŸ“œ SIMILAR VOLUMES

092060 (E50, M11) The fundamental theore
092060 (E50, M11) The fundamental theorem of asset pricing for unbounded stochastic processes : Schachermeyer W., Presented at the International Workshop on The Interplay between Insurance, Finance and Control, organized by the Mathematical Research Centre at Aarhus University, also supported by the Danish Science Research Council and the Centre for Analytical Finance
πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 192 KB