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008			050905s2004 nyua b 001 0 eng d
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011			_aBIB MATCHES WORLDCAT
020			_a0387401008 _qset _qalk. paper
020			_a9780387401003 _qset _qalk. paper
020			_a0387249680 _qVol. 1 _qpbk, alk. paper
020			_a9780387249681 _qVol. 1 _qpbk, alk. paper
020			_a0387401016 _qVol. 2 _qalk. paper
020			_a9780387401010 _qVol. 2 _qalk. paper
035			_a(ATU)b11026170
035			_a(DLC) 2003063342
035			_a(OCoLC)53289874
040			_aDLC _beng _erda _dATU
042			_apcc
050	0	0	_aHG106 _b.S57 2004
082	0	0	_a332.0151922 _222
100	1		_aShreve, Steven E., _eauthor. _91054531
245	1	0	_aStochastic calculus for finance / _cSteven E. Shreve.
264		1	_aNew York : _bSpringer, _c[2004]
264		4	_c©2004
300			_a2 volumes : _billustrations ; _c24 cm.
336			_atext _btxt _2rdacontent
337			_aunmediated _bn _2rdamedia
338			_avolume _bnc _2rdacarrier
490	1		_aSpringer finance. Textbook
490	1		_aSpringer finance
504			_aIncludes bibliographical references and index.
505	1		_av. 1. The binomial asset pricing model -- Probability Theory on Coin Toss Space -- State Prices -- American Derivative Securities -- Random Walk -- Interest-Rate-Dependent Assets -- Proof of Fundamental Properties of Conditional Expectations.
505	1		_av. 2. 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 Numeraire -- Term Structure Models -- Introduction to Jump Processes -- Advanced Topics in Probability Theory -- Existence of Conditional Expectations -- Completion of Proof of Second Fundamental Theorem of Asset Pricing.
520			_a"Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs, but more importantly intuitive explanations developed and refine through classroom experience with this material are provided. The book includes a self-contained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jump-diffusion processes. This book is being published in two volumes. This second volume develops stochastic calculus, martingales, risk-neutral pricing, exotic options and term structure models, all in continuous time. Masters level students and researchers in mathematical finance and financial engineering will find this book useful." -- Publisher
588			_aMachine converted from AACR2 source record.
650		0	_aFinance _xMathematical models _vTextbooks _9636376
650		0	_aStochastic analysis _vTextbooks _9721889
830		0	_aSpringer finance. _pTextbook. _91054532
830		0	_aSpringer finance. _9253525
907			_a.b11026170 _b06-09-21 _c27-10-15
942			_cB
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