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Stochastic calculus for finance II Continuous-Time models Steven E. Shreve.

By: Shreve, Steven E.
Series: Springer finance: New York Springer ©2004Description: viii, 550 páginas ilustrado 24 cm.ISBN: 0387401016.Subject(s): Finance -- Mathematical models | Stochastic analysis | Finanzas -- Modelos matemáticos | Análisis estocástico en finanzas | Cálculo estocásticoDDC classification: 658.15
Incomplete contents:
General probability theory -- Information and conditioning -- Brownian motion -- Stochastic calculus -- Risk-neutral pricing -- Connections with partial differential equations -- Exotic options -- American derivative securities -- Change of numéraire -- Term-structure models -- Introduction to jump processes -- A. Advanced topics in probability theory -- B. Existence of conditional expectations -- C. Completion of the proof of the second fundamental theorem of asset pricing -- References -- Index
List(s) this item appears in: Administración | Gestion Financiera | Bibliografía Contaduría | calculo
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Book Cart 		General 658.15 / SH561s (Browse shelf) Ej. 1 Available 8000022273
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Incluye referencias bibliográficas e índice.

General probability theory -- Information and conditioning -- Brownian motion -- Stochastic calculus -- Risk-neutral pricing -- Connections with partial differential equations -- Exotic options -- American derivative securities -- Change of numéraire -- Term-structure models -- Introduction to jump processes -- A. Advanced topics in probability theory -- B. Existence of conditional expectations -- C. Completion of the proof of the second fundamental theorem of asset pricing -- References -- Index

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