Stochastic calculus for finance: 1 The binomial asset pricing model
The contents of this book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausability arguments and even some proofs.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2005
|
| Schriftenreihe: | Springer finance : Textbook
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Zusammenfassung: | The contents of this book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausability arguments and even some proofs. |
| Beschreibung: | XV, 187 S. graph. Darst. |
| ISBN: | 0387401008 9780387249681 |
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Datensatz im Suchindex
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|---|---|
| adam_text | Contents
The Binomial No-Arbitrage Pricing Model
1.1
1.2
1.3
1.4
1.5
1.6
Probability Theory on Coin Toss Space
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
State Prices
3.1
3.2
3.3
3.4
3.5
3.6
American Derivative Securities
4.1
4.2
4.3
4.4
X
4.5 American
4.6
4.7
4.8
5
5.1
5.2
5.3
5.4
5.5
5.6
5.7
6
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
Proof of Fundamental Properties of
Conditional Expectations
References
Index
|
| adam_txt |
Contents
The Binomial No-Arbitrage Pricing Model
1.1
1.2
1.3
1.4
1.5
1.6
Probability Theory on Coin Toss Space
2.1
2.2
2.3
2.4
2.5
2.6
2.7
2.8
State Prices
3.1
3.2
3.3
3.4
3.5
3.6
American Derivative Securities
4.1
4.2
4.3
4.4
X
4.5 American
4.6
4.7
4.8
5
5.1
5.2
5.3
5.4
5.5
5.6
5.7
6
6.1
6.2
6.3
6.4
6.5
6.6
6.7
6.8
Proof of Fundamental Properties of
Conditional Expectations
References
Index |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
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| callnumber-first | H - Social Science |
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| callnumber-sort | HG 3106 |
| callnumber-subject | HG - Finance |
| ctrlnum | (OCoLC)62737557 (DE-599)BVBBV021724924 |
| dewey-full | 332.0151922 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0151922 |
| dewey-search | 332.0151922 |
| dewey-sort | 3332.0151922 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
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| id | DE-604.BV021724924 |
| illustrated | Illustrated |
| index_date | 2024-07-02T15:24:30Z |
| indexdate | 2024-07-09T20:42:35Z |
| institution | BVB |
| isbn | 0387401008 9780387249681 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014938540 |
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| physical | XV, 187 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer finance : Textbook |
| spelling | Shreve, Steven E. Verfasser (DE-588)140840451 aut Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve Berlin [u.a.] Springer 2005 XV, 187 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Springer finance : Textbook The contents of this book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausability arguments and even some proofs. Mathematisches Modell Finance Mathematical models Textbooks Stochastic analysis Textbooks Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Optionspreistheorie (DE-588)4135346-8 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 s Stochastisches Modell (DE-588)4057633-4 s Optionspreistheorie (DE-588)4135346-8 s DE-604 (DE-604)BV019352359 1 Digitalisierung UB Augsburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014938540&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Shreve, Steven E. Stochastic calculus for finance Mathematisches Modell Finance Mathematical models Textbooks Stochastic analysis Textbooks Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4057633-4 (DE-588)4135346-8 |
| title | Stochastic calculus for finance |
| title_auth | Stochastic calculus for finance |
| title_exact_search | Stochastic calculus for finance |
| title_exact_search_txtP | Stochastic calculus for finance |
| title_full | Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve |
| title_fullStr | Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve |
| title_full_unstemmed | Stochastic calculus for finance 1 The binomial asset pricing model Steven E. Shreve |
| title_short | Stochastic calculus for finance |
| title_sort | stochastic calculus for finance the binomial asset pricing model |
| topic | Mathematisches Modell Finance Mathematical models Textbooks Stochastic analysis Textbooks Finanzmathematik (DE-588)4017195-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Optionspreistheorie (DE-588)4135346-8 gnd |
| topic_facet | Mathematisches Modell Finance Mathematical models Textbooks Stochastic analysis Textbooks Finanzmathematik Stochastisches Modell Optionspreistheorie |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=014938540&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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