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Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

by Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

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Description

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

Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance

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Product Details

  • Jun 28, 2005 Pub Date:
  • 9780387249681 ISBN-13:
  • 0387249680 ISBN-10:
  • English Language