Stochastic Calculus for Finance I

Stochastic Calculus for Finance I
Subtitle: The Binomial Asset Pricing Model
Authors:
Publisher: Springer-Verlag New York Inc.
EAN: 9780387401003
ISBN: 0387401008
Categories: Finance and Accounting | Calculus | Probability and Statistics | Game Theory | Applied Mathematics | Stochastics |

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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