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Stochastic Calculus for Finance I
The Binomial Asset Pricing Model
Paperback / softback
28 June 2005
$125.00
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Stochastic Calculus for Finance I
$125.00
Description
Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S.
Has been tested in the classroom and revised over a period of several years
Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance
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Stochastic Calculus for Finance II
"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical...
$136.00
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Introduction to Stochastic Calculus for Finance
Although there are many textbooks on stochastic calculus applied to finance, this volume earns its place with a pedagogical approach. The text presents a quick (but by no means "dirty") road to the...
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Stochastic Calculus of Variations in Mathematical Finance
Highly esteemed author Topics covered are relevant and timely
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