Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Springer Finance) (Paperback) by Steven E. Shreve (Author) Book Description 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. Publisher: Springer; 1 edition (June 28, 2005) Language: English ISBN-10: 0387249680 ISBN-13: 978-0387249681
2019-12-21 19:58:33 12.18MB mathematical finance 经典
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微积分, Stewart,第六版(Calculus,6th edition Stewart)pdf
2019-12-21 19:48:37 24.31MB 微积分
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看不惯淘宝上有的卖家把答案pdf卖的很贵,分享出来,还有没有积分了,所以收2积分哈哈. Dr. Ron Larson is a professor of mathematics at The Pennsylvania State University, where he has taught since 1970. He received his Ph.D. in mathematics from the University of Colorado and is considered the pioneer of using multimedia to enhance the learning of mathematics, having authored over 30 software titles since 1990. Dr. Larson conducts numerous seminars and in-service workshops for math educators around the country about using computer technology as an instructional tool and motivational aid. He is the recipient of the 2014 William Holmes McGuffey Longevity Award for CALCULUS: EARLY TRANSCENDENTAL FUNCTIONS, the 2013 Text and Academic Authors Association Award for CALCULUS, the 2012 William Holmes McGuffey Longevity Award for CALCULUS: AN APPLIED APPROACH, and the 1996 Text and Academic Authors Association TEXTY Award for INTERACTIVE CALCULUS (a complete text on CD-ROM that was the first mainstream college textbook to be offered on the Internet). Dr. Larson authors numerous textbooks including the bestselling Calculus series published by Cengage.
2019-12-21 19:42:30 20.48MB ron larson 答案
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该资源为P.C.Matthews所著的Vector Calculus,内容非常细致。
2019-12-21 19:41:57 22.3MB 矢量分析
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托马斯微积分第11版习题答案(英文), Chapter1-16.......
2019-12-21 19:41:10 45.24MB 托马斯 微积分 习题答案 Thomas
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Spivak's Calculus is a classic for a reason. It provides an accessible yet rigorous introduction to analysis. The exercises in Calculus are often a wondrous intersection of insightful and challenging. Also Answer keys are available at the end of the book and on a separate manual.
2019-12-21 19:24:03 63.63MB calculus spivak 3rd edition
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矩阵求导与积分理论。对于做机器学习的学者,非常有用。
2019-12-21 18:58:13 2MB 矩阵微分
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《随机微积分应用于金融学概论》 此文档仅用于学习交流使用,请勿用做商业用途,违者后果自负
2019-12-21 18:54:00 13.25MB 运筹学 随机计算
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读金融数学专业的必备书籍,也是莱斯特大学金融数学专业教授指定的第二本教材,第一本是Financial Calculus大家可以搜索我上传的资料,贡献给大家
2019-12-21 18:51:21 1.61MB A Course in Financial
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Financial Calculus - An Introduction to Derivative Pricing - Cambridge University Press
2019-12-21 18:49:46 8.65MB Financial Calculus
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