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Stochastic Calculus for Finance I
By Steven Shreve
CHF 62.00
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Description
Delve into the intricate world of stochastic calculus with Stochastic Calculus for Finance I by Steven Shreve, a foundational text that serves as an essential resource for students and professionals alike. This book originated from a decade of rigorous academic training within the Carnegie Mellon Professional Master's program in Computational Finance, showcasing a blend of theoretical depth and practical application.
The Story
This volume introduces readers to the fundamental principles of stochastic calculus, emphasising its significance in the field of finance. By exploring the underlying mathematical concepts, Shreve effectively bridges the gap between theory and real-world financial scenarios. The text is structured to gradually build the reader's understanding, starting with basic concepts before progressing to more complex topics.
Why Readers Love It
- Clarity and Precision: Shreve's writing is noted for its clarity, making complex ideas accessible to readers with varying levels of mathematical proficiency.
- Comprehensive Coverage: The book encompasses a wide range of topics, including Brownian motion, stochastic integrals, and the Black-Scholes model, providing a thorough grounding in the subject.
- Practical Examples: Real-world applications are interwoven throughout the text, allowing readers to grasp the practical implications of stochastic processes in finance.
Perfect For
This book is ideal for graduate students in finance and mathematics, financial analysts, and anyone interested in the quantitative aspects of finance. It also serves as a valuable reference for those looking to deepen their understanding of stochastic methods, complementing Shreve's other works such as Stochastic Calculus for Finance II.
"A masterful introduction to the foundations of stochastic processes, making it an indispensable guide for aspiring finance professionals."
Book details
- Author
- Steven Shreve
- Publisher
- Springer Nature
- Imprint
- Springer-Verlag New York Inc.
- Publication date
- Format
- Paperback / softback
- Pages
- 187
- ISBN-13
- 9780387249681
- Language
- English
- Genre
- Economics, Textbooks
- Dimensions
- 234 × 157 × 11 mm
- Weight
- 324 g
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Free 30-day returns on UK orders. If a book arrives damaged, faulty or not as described, we'll refund or replace it free of charge — you usually won't need to send it back. Changed your mind? Contact us within 30 days of delivery. International orders also have 30 days: damaged or faulty books are refunded or replaced free; if you change your mind, the return postage is yours. Read our refund policy.
When will I get my order?
In-stock orders are dispatched within 1 working day (Monday–Friday), and UK delivery usually takes 2–4 working days after dispatch. For Express International delivery to 21 more countries, see our Shipping Policy.
Do you price match?
Yes. Seen the same new book (same ISBN and format) cheaper at a UK retailer? Email support@foxandfable.com before you buy and we'll send you a code to match their price. Delivery charges aren't included. See our Price Match Guarantee for eligible retailers.
How much does shipping cost?
Standard UK delivery is £2.99, and free on orders over £35. We also offer Express International delivery to 21 more countries — see our Shipping Policy for rates.
Are your books new? How are they so cheap?
Yes — all of our books are brand new, sourced direct from UK publishers and distributors. By buying in bulk direct from publishers and distributors, we secure lower trade costs and pass those savings on to you.