Title
Stochastic Calculus for Finance II: ContinuousTime Models (Springer Finance),New
Delivery time: 8-12 business days (International)
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 calculusbased 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 selfcontained treatment of the probability theory needed for stochastic calculus, including Brownian motion and its properties. Advanced topics include foreign exchange models, forward measures, and jumpdiffusion processes.This book is being published in two volumes. This second volume develops stochastic calculus, martingales, riskneutral pricing, exotic options and term structure models, all in continuous time.Master's level studentsand researchers in mathematical finance and financial engineering will find this book useful.
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Shipping
We ship your order within 2–3 business days for USA deliveries and 5–8 business days for international shipments. Once your package has been dispatched from our warehouse, you'll receive an email confirmation with a tracking number, allowing you to track the status of your delivery.
Returns
To facilitate a smooth return process, a Return Authorization (RA) Number is required for all returns. Returns without a valid RA number will be declined and may incur additional fees. You can request an RA number within 15 days of the original delivery date. For more details, please refer to our Return & Refund Policy page.
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Warranty
We provide a 2-year limited warranty, from the date of purchase for all our products.
If you believe you have received a defective product, or are experiencing any problems with your product, please contact us.
This warranty strictly does not cover damages that arose from negligence, misuse, wear and tear, or not in accordance with product instructions (dropping the product, etc.).
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Frequently Asked Questions
- Q: What topics are covered in 'Stochastic Calculus for Finance II'? A: This book covers advanced topics in stochastic calculus including martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous-time.
- Q: Is this book suitable for beginners in finance? A: While the book is designed for master's level students and researchers, it includes a self-contained treatment of the necessary probability theory, making it accessible for those with a basic understanding of calculus and probability.
- Q: What is the format of the book? A: The book is available in hardcover format, ensuring durability and a professional presentation.
- Q: How many pages does 'Stochastic Calculus for Finance II' have? A: The book consists of 569 pages filled with comprehensive content on continuous-time models in finance.
- Q: Who is the author of this book? A: The author of 'Stochastic Calculus for Finance II' is Steven Shreve, a well-respected figure in the field of financial mathematics.
- Q: When was this book published? A: The book was published on June 3, 2004, and is part of a two-volume series.
- Q: What is the condition of the book? A: This book is in brand new condition, ensuring that readers receive a pristine copy.
- Q: Does this book include proofs and intuitive explanations? A: Yes, the book provides precise statements of results, plausibility arguments, and intuitive explanations developed through classroom experience.
- Q: Is this book part of a series? A: Yes, 'Stochastic Calculus for Finance II' is the second volume in a two-volume series on stochastic calculus and finance.
- Q: What are the prerequisites for understanding the content? A: A background in calculus and calculus-based probability is recommended to fully understand the material presented in this book.