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Stochastic calculus for finance I Steven E. Shreve. The Binomial Asset pricing model

Material type: Text

TextSeries: Springer financeTextbook ; Springer finance. Publisher: New York : Springer, c2004Description: 187 p. ill. ; 24 cm.ISBN: 0387401008 (set : alk. paper).Subject(s): Finance -- Mathematical models -- Textbooks | Stochastic analysis -- TextbooksDDC classification: 332.015

Incomplete contents:

v. 1. The binomial asset pricing model -- 2. Continuous time models.

List(s) this item appears in: 2017-10-24

Item type	Current location	Call number	Status	Date due	Barcode	Item holds
Book	Chennai Mathematical Institute General Stacks	519.22 SHR (Browse shelf)	Checked out	05/05/2024	10211
Book	Chennai Mathematical Institute	519.22 SHR (Browse shelf)	Available		4840

Total holds: 0

Previous			No cover image available No cover image available					Next
Previous	519.22 FRI A course on rough paths / with an introduction to regularity structures	519.22 KHO Analysis of stochastic partial differential equations /	519.22 McK Stochastic integrals	519.22 SHR Stochastic calculus for finance I The Binomial Asset pricing model	519.22 SHR Stochastic calculus for finance II Continuous-Time Models	519.22 ZHA Backward stochastic differential equations : from linear to fully nonlinear theory /	519.23 BOG Weak convergence of measures /	Next

Includes bibliographical references and indexes.

v. 1. The binomial asset pricing model -- 2. Continuous time models.

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