[下载]Stochastic Calculus for Finance I

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Someone posted Stochastic Calculus for Finance II, but no one upload Stochastic Calculus for Finance I. So I scanned and shared with you.

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (Paperback)
by Steven E. Shreve (Author)

Book Description

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. The first volume presents the binomial asset-pricing model primarily as a vehicle for introducing in the simple setting the concepts needed for the continuous-time theory in the second volume.

Chapter summaries and detailed illustrations are included. Classroom tested exercises conclude every chapter. Some of these extend the theory and others are drawn from practical problems in quantitative finance.

Advanced undergraduates and Masters level students in mathematical finance and financial engineering will find this book useful.

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.

Publisher: Springer; 1 edition (June 28, 2005)

Language: English

ISBN-10: 0387249680

ISBN-13: 978-0387249681

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2007-7-28 11:39:00 上传

[下载]Stochastic Calculus for Finance I
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关键词：Stochastic Calculus Stochast Finance Financ 下载 Finance Calculus Stochastic

这本书不是有500多页吗？

这个链接http://www.bestwebbuys.com/Stochastic_Calculus_for_Finance_II-ISBN_9780387401010.html?isrc=b-search上说有550页的啊，楼主怎么只有180页呢？

不要误会了,你说的那本书包括Stochastic Calculus for Finance II: continuous time modelling,Stochastic Calculus for Finance I 绝对没人发过,放心下吧!

Could you please send me one copy at wolfriver1010@yahoo.com, Thanks a lot!

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

是一個好書，我今年課程會上到，財務數理與財務工程必看的基礎書籍

我打算買原文版的書籍，所以幫你推一下

Thanks!

very good

先进不够怎么半

我这边一片乱码。