Coverart for item
The Resource Stochastic calculus for finance, Steven E. Shreve

Stochastic calculus for finance, Steven E. Shreve

Label
Stochastic calculus for finance
Title
Stochastic calculus for finance
Statement of responsibility
Steven E. Shreve
Creator
Subject
Genre
Language
eng
Summary
"This book is being published in two volumes. The first volume presents the binomial asset pricing model primarily as a vehicle for introducing in a simple setting the concepts needed for the continuous-time theory in the second volume." The "second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time"--Back covers
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Shreve, Steven E
Dewey number
332/.01/51922
Illustrations
illustrations
Index
index present
LC call number
HG106
LC item number
.S57 2004
Literary form
non fiction
Nature of contents
bibliography
Series statement
  • Springer finance
  • Springer finance textbook
http://library.link/vocab/subjectName
  • Finance
  • Stochastic analysis
  • Finances
  • Analyse stochastique
  • Portfolio-theorie
  • Wiskundige modellen
  • Stochastische analyse
Label
Stochastic calculus for finance, Steven E. Shreve
Instantiates
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • v. 1.
  • The binomial asset pricing model
  • v. 2.
  • Continuous-time models
  • v. 1. The binomial asset pricing model -- v. 2. Continuous-time models
Control code
53289874
Dimensions
25 cm
Extent
volumes
Isbn
9780387401003
Isbn Type
(alk. paper) (v. 1)
Lccn
2003063342
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)53289874
Label
Stochastic calculus for finance, Steven E. Shreve
Publication
Bibliography note
Includes bibliographical references and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • v. 1.
  • The binomial asset pricing model
  • v. 2.
  • Continuous-time models
  • v. 1. The binomial asset pricing model -- v. 2. Continuous-time models
Control code
53289874
Dimensions
25 cm
Extent
volumes
Isbn
9780387401003
Isbn Type
(alk. paper) (v. 1)
Lccn
2003063342
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(OCoLC)53289874

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
Processing Feedback ...