Stochastic calculus for finance: 1 The binomial asset pricing model
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2005
|
| Schriftenreihe: | Springer finance : Textbook
|
| Schlagwörter: | |
| Links: | 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 |
| Abstract: | 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. |
| Umfang: | XV, 187 S. graph. Darst. |
| ISBN: | 0387401008 9780387249681 |
Internformat
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Datensatz im Suchindex
| _version_ | 1819374264710594560 |
|---|---|
| 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
|
| any_adam_object | 1 |
| author | Shreve, Steven E. |
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| 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 |
| format | Book |
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| id | DE-604.BV021724924 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T12:40:18Z |
| institution | BVB |
| isbn | 0387401008 9780387249681 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-014938540 |
| oclc_num | 62737557 |
| open_access_boolean | |
| owner | DE-M347 DE-Aug4 DE-384 DE-2070s |
| owner_facet | DE-M347 DE-Aug4 DE-384 DE-2070s |
| physical | XV, 187 S. graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer finance : Textbook |
| 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_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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