EAN: 9780387401010

STOCHASTIC CALCULUS FOR FINANCE VOL2 STOCHASTIC...

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. This second volume
develops stochastic calculus  martingales  risk-neutral pricing  exotic options and term
structure models  all in continuous time. Master's level studentsand researchers in
mathematical finance and financial engineering will find this book useful.

Aktuelle Preise zur EAN 9780387401010

Produktinformationen zur 9780387401010