Stochastic Calculus for Finance I: The Binomial Asset Pricing Modelby Steven E. Shreve

Stochastic calculus for finance I: The b

Stochastic calculus for finance I: The binomial asset pricing model

✍ Steven E. Shreve 📂 Library 📅 2005 🏛 Springer 🌐 English ⚖ 2 MB

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 d

Stochastic Calculus for Finance 1

✍ Steven E. Shreve 📂 Library 📅 2004 🏛 Springer 🌐 English ⚖ 7 MB

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 text gives both precise s

Stochastic Calculus for Finance 2

✍ Steven E. Shreve 📂 Library 📅 2004 🏛 Springer 🌐 English ⚖ 6 MB

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

Stochastic calculus for finance II: Cont

Stochastic calculus for finance II: Continuous-time models

✍ Steven E. Shreve 📂 Library 📅 2004 🏛 Springer 🌐 English ⚖ 4 MB

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

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

📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 192 KB