Stochastic Calculus for Finance I 作者:Steven Shreve 出版社:Springer 副标题:The Binomial Asset Pricing Model 出版年:2004-4-21 页数:187 定价:USD 54.95 装帧:Hardcover 丛书:springer finance ISBN:9780387401003 豆瓣评分 9.1 159人评价 5星 69.2%
1Errata forStochastic Calculus for Finance I:The Binomial Asset Pricing Modelby Steven ShreveJuly 2011Page XV, line 2. Insert the word “and” between “finance” and “is,” sothat the line becomes:damental for quantitative finance and is essential for reading thelater chapters.Page XV, ...
《金融随机微积分1-二项式资产定价模型 Stochastic Calculus for Finance I - The Binomial Asset Pricing Model 》Steven E. Shreve 星级: 200 页 Stochastic Calculus For Finance I - The Binomial Asset Pricing Model (Shreve) 星级: 349 页 Shreve Stochastic Calculus for Finance I The Binomial Asset Pr...
企业购更优惠 金融随机分析 第1卷 [Stochastic Calculus for Finance Vol.1] [美]施瑞伍著 京东价 ￥降价通知 累计评价 0 促销 展开促销 配送至 --请选择-- 支持 更多商品信息 盛世国中图书专营店 店铺星级 商品评价4.3 中 物流履约5.0 高 售后服务4.8 高 ...
Stochastic Calculus for Finance I Shreve S6;E6; Stochastic calculus for finance II The binomial lattice option - pricing model for valuing :二项式期权定价模型的评价 习题答案Stochastic Calculus for Finance I Stochastic Calculus and Finance Stochastic calculus for finance 金融随机分析 i-1 the binomial...
Stochastic Calculus for Finance I 2025 pdf epub mobi 电子书 图书描述 Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exerc...
Stochastic Calculus for Finance , Volume I and II Stochastic Calculus for Finance I : The Binomial Asset Pricing ModelZeng
StochasticCalculusforFinanceI TheBinomialAssetPricingModel StevenE.Shreve Preface OriginofThisText ThistexthasevolvedfrommathematicscoursesintheMasterofScienceinCompu- tationalFinance(MSCF)programatCarnegieMellonUniversity.Thecontentofthis hookhasbeenusedsuccessfullywithstudentswhosemathematicsbackgroundcon- sistsofcal...
二Stochastic Calculus and Stochastic Differential Equations 因为金融中需要计算各类工具的期望,但布朗运动又是处处不可导,所以需要一个能计算他的积分的方法,引入stochastic integral。 例如dS_t = \alpha(S_t,t)dt+\sigma(S_t,t)dW_t ,其中 {{}Wt }是brownian motion。 求积分之后变成: S_t=S_0+\int...
《全新正版图书 Stochastic calculus for finance:Ⅰ:The binom世界图书出版有限公司北京分公司9787506272865蔚蓝书店》,作者:全新正版图书 Stochastic calculus for finance:Ⅰ:The binom世界图书出版有限公司北京分公司9787506272865蔚蓝书店暂无信息 著,出版社:世界图