{"product_id":"stochastic-calculus-for-finance-ii-continuous-time-models-steven-shreve-9780387401010","title":"Stochastic Calculus for Finance II: Continuous-Time Models","description":"\u003cp\u003eContinuous-Time Models deals with the application of stochastic calculus in financial mathematics. The textbook is written by Steven Shreve and is aimed at students and researchers in mathematical finance and financial engineering. The content is developed from the Carnegie Mellon Professional Master's program in Computational Finance.\u003c\/p\u003e\u003ch3\u003eContents\u003c\/h3\u003e\u003cp\u003eThis second volume covers stochastic calculus, martingales, risk-neutral valuation, exotic options, and term-structure models of interest rates within continuous time. The book includes a self-contained discussion of the probability theory required, including Brownian motion and advanced topics such as foreign exchange models and jump-diffusion processes. The text is suitable for readers with knowledge of calculus and calculus-based probability.\u003c\/p\u003e\u003ch3\u003eProduct specifications\u003c\/h3\u003e\u003cp\u003e\u003c\/p\u003e\u003cul\u003e\u003cli\u003e\u003cstrong\u003eAuthor:\u003c\/strong\u003e Steven Shreve\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003eSeries:\u003c\/strong\u003e Springer Finance\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003ePublisher:\u003c\/strong\u003e Springer-Verlag New York Inc.\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003ePublication date:\u003c\/strong\u003e 2004-06-03\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003eNumber of pages:\u003c\/strong\u003e 550\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003eISBN:\u003c\/strong\u003e 9780387401010\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003eSubject:\u003c\/strong\u003e Finance and the finance industry\u003c\/li\u003e\u003cli\u003e\u003cstrong\u003eBISAC:\u003c\/strong\u003e BUSINESS \u0026amp; ECONOMICS \/ Finance \/ General\u003c\/li\u003e\u003cp\u003e\u003c\/p\u003e\u003c\/ul\u003e\u003ch3\u003eAbout the author\u003c\/h3\u003e\u003cp\u003eSteven E. Shreve is a cofounder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for his teaching contributions.\u003c\/p\u003e","brand":"Intertaal","offers":[{"title":"Default Title","offer_id":56354505425236,"sku":"9780387401010","price":59.99,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0967\/0538\/0692\/files\/stochastic-calculus-for-finance-ii-continuous-time-models-boek-652.webp?v=1783594753","url":"https:\/\/intertaalid.nl\/en\/products\/stochastic-calculus-for-finance-ii-continuous-time-models-steven-shreve-9780387401010","provider":"Intertaal","version":"1.0","type":"link"}