Stochastic Calculus for Finance I The Binomial Asset Pricing Model
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 calc
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M. Avellaneda G. Barone-Adesi M. Broadie M.H.A. Davis E. Derman C. Kliippelberg E. Kopp W. Schachermayer
Springer Science+Business Media, LLC
Springer Finance Springer Finance is a programme ofbooks aimed at students, academics, and practitioners working on increasingly technical approaches to the analysis of financial markets. It airns to cover a variety oftopics, not only rnathernatical finance hut foreign exchanges, term structure, risk management, portfolio theory, equity derivatives, and financial economies.
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Steven E. Shreve
Stochastic Calculus for Finance I The Binomial Asset Pricing Model With 33 Figures
,
Springer
Steven E. Shreve Department of Mathematical Sciences Carnegie Mellon University Pittsburgh, PA 15213
USA [email protected]
Mathematics Subject Classification (2000): 60-01, 60HlO, 60J65, 91B28 Library of Congress Calaloging-in-Publicalion Data Shreve, Steven E. Stochastic calculus for finance I Steven E. Shreve. p. em. - (Springer finance series) Includes bibliographical references and index. Contents v.I. The binomial asset pricing model.
ISBN 978-0-387-24968-1 ISBN 978-0-387-22527-2 (eBook) DOI 10.1007
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