Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

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.

Author: Steven Shreve
Binding Type: Hardcover
Publisher: Springer
Published: 04/21/2004
Series: Springer Finance
Pages: 187
Weight: 0.98lbs
Size: 9.60h x 6.04w x 0.59d
ISBN: 9780387401003
2004 Edition