Stochastic Calculus for Finance I The Binomial Asset Pricing Model Steven E. PB

Things Desired
(5122)
Registered as a private seller
Consumer protection regulations resulting from EU consumer law are therefore not applicable. eBay buyer protection still applies to most purchases.
Seller's other items
Contact seller
US $28.00
Approximately£20.77
or Best Offer
Condition:
Acceptable
“Pre-owned with normal signs of wear and tear. The cover, spine, and back show visible scuffs. Some ”... Read moreAbout condition
People are checking this out. 3 have added this to their Watchlist.
Breathe easy. Free returns.
Postage:
US $5.22 (approx £3.87) USPS Media MailTM.
Located in: Las Vegas, Nevada, United States
Delivery:
Estimated between Sat, 4 Oct and Tue, 7 Oct to 94104
Delivery time is estimated using our proprietary method which is based on the buyer's proximity to the item location, the delivery service selected, the seller's delivery history and other factors. Delivery times may vary, especially during peak periods.
Returns:
30 days return. Seller pays for return postage.
Payments:
    Diners Club

Shop with confidence

eBay Money Back Guarantee
Get the item you ordered or your money back. Learn moreeBay Money Back Guarantee - opens new window or tab
Seller assumes all responsibility for this listing.
eBay item number:136445480433

Item specifics

Condition
Acceptable
A book with obvious wear. May have some damage to the book cover but the book is still completely intact. The binding may be slightly damaged around the edges but it is still completely intact. May have some underlining and highlighting of text and some writing in the margins, but there are no missing pages or anything else that would compromise the readability or legibility of the text. See the seller’s listing for full details and description of any imperfections. See all condition definitionsopens in a new window or tab
Seller notes
“Pre-owned with normal signs of wear and tear. The cover, spine, and back show visible scuffs. Some ...
Book Title
Stochastic Calculus for Finance I: The Binomial Asset Pricing Mod
ISBN
9780387249681
Category

About this product

Product Identifiers

Publisher
Springer New York
ISBN-10
0387249680
ISBN-13
9780387249681
eBay Product ID (ePID)
47048122

Product Key Features

Number of Pages
Xv, 187 Pages
Publication Name
Stochastic Calculus for Finance I Vol. 1 : the Binomial Asset Pricing Model
Language
English
Subject
Probability & Statistics / General, Finance / General, Calculus, Applied
Publication Year
2005
Type
Textbook
Author
Steven E. Shreve
Subject Area
Mathematics, Business & Economics
Series
Springer Finance Ser.
Format
Trade Paperback

Dimensions

Item Weight
23.3 Oz
Item Length
9.3 in
Item Width
6.1 in

Additional Product Features

Intended Audience
Scholarly & Professional
Dewey Edition
22
Number of Volumes
1 vol.
Illustrated
Yes
Dewey Decimal
332.0151922
Table Of Content
1 The Binomial No-Arbitrage Pricing Model.- 1.1 One-Period Binomial Model.- 1.2 Multiperiod Binomial Model.- 1.3 Computational Considerations.- 1.4 Summary.- 1.5 Notes.- 1.6 Exercises.- 2 Probability Theory on Coin Toss Space.- 2.1 Finite Probability Spaces.- 2.2 Random Variables, Distributions, and Expectations.- 2.3 Conditional Expectations.- 2.4 Martingales.- 2.5 Markov Processes.- 2.6 Summary.- 2.7 Notes.- 2.8 Exercises.- 3 State Prices.- 3.1 Change of Measure.- 3.2 Radon-Nikodým Derivative Process.- 3.3 Capital Asset Pricing Model.- 3.4 Summary.- 3.5 Notes.- 3.6 Exercises.- 4 American Derivative Securities.- 4.1 Introduction.- 4.2 Non-Path-Dependent American Derivatives.- 4.3 Stopping Times.- 4.4 General American Derivatives.- 4.5 American Call Options.- 4.6 Summary.- 4.7 Notes.- 4.8 Exercises.- 5 Random Walk.- 5.1 Introduction.- 5.2 First Passage Times.- 5.3 Reflection Principle.- 5.4 Perpetual American Put: An Example.- 5.5 Summary.- 5.6 Notes.- 5.7 Exercises.- 6 Interest-Rate-Dependent Assets.- 6.1 Introduction.- 6.2 Binomial Model for Interest Rates.- 6.3 Fixed-Income Derivatives.- 6.4 Forward Measures.- 6.5 Futures.- 6.6 Summary.- 6.7 Notes.- 6.8 Exercises.- Proof of Fundamental Properties of Conditional Expectations.- References.
Synopsis
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., 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.
LC Classification Number
H61.25

Item description from the seller

About this seller

Things Desired

100% positive Feedback•15K items sold

Joined Apr 2004
Registered as a private sellerThereby, consumer rights stemming from EU consumer protection law do not apply. eBay buyer protection still applies to most purchases.
Welcome to our Ebay bookstore! We specialize in providing a wide range of books for readers of all ages and interests. Our selection includes literature, fiction, non-fiction, children's books, and ...
See more
Visit shopContact

Detailed seller ratings

Average for the last 12 months
Accurate description
5.0
Reasonable postage cost
4.8
Delivery time
5.0
Communication
5.0

Popular categories from this shop

See allcategories
Auto Repair BooksBooksCollectiblesDVDs & MoviesJunior Girls ClothingMUSIC CDSPostcardsVinyl LP's & 45'sOther

Seller Feedback (4,992)

All ratings
Positive
Neutral
Negative
  • e***r (437)- Feedback left by buyer.
    Past 6 months
    Verified purchase
    Received quickly, packaged well, item as described, and great communication. I highly recommend this seller. Thank you so very much!
    Gone With The Wind by Margaret Mitchell 1964 International Collectors Library (#136135635579)
  • l***o (745)- Feedback left by buyer.
    Past 6 months
    Verified purchase
    Again thanks for selling me your book. It was exactly as advertised. Everything was great, the packaging and shipping. Communication with you was very good. I highly recommend this seller.
    Success Through a Positive Mental Attitude by Napoleon Hill 1960 HC DJ Registry (#135455543600)
  • m***n (127)- Feedback left by buyer.
    Past 6 months
    Verified purchase
    Wonderfully packaged, arriving safely. Item as described and it good condition for it's age. Reasonable pricing, was very happy with purchase and would buy from seller again.
    The Fool Killer By Helen Eustis 1954 Edition Hardcover Dust Jacket HCDJ (#135477762751)
See all Feedback

Product ratings and reviews

Learn more
4.0
1 product ratings
  • 0 users rated this 5 out of 5 stars
  • 1 users rated this 4 out of 5 stars
  • 0 users rated this 3 out of 5 stars
  • 0 users rated this 2 out of 5 stars
  • 0 users rated this 1 out of 5 stars

Would recommend

Good value

Compelling content

Most relevant reviews

See all 1 reviews
  • by amitya2013
    26 Dec, 2023

    Decent Purchase

    Good Book and a Good Read

    Verified purchase: YesCondition: Pre-ownedSold by: betterworldbooks

More to explore: