Stochastic Calculus For Finance I: The Binomial Asset Pricing Model

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model By Steven E. Shreve
2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model (Repost)

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model By Steven E. Shreve
2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model

Stochastic Calculus for Finance I: The Binomial Asset Pricing Model By Steven E. Shreve
2004 | 200 Pages | ISBN: 0387401008 | PDF | 8 MB

The Capital Asset Pricing Model in the 21st Century  eBooks & eLearning

Posted by tanas.olesya at Nov. 21, 2016
The Capital Asset Pricing Model in the 21st Century

The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives by Haim Levy
English | 4 Nov. 2011 | ISBN: 052118651X, 1107006716 | 456 Pages | PDF | 2 MB

The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility theory, have been heavily criticized theoretically and empirically.
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) by Steven Shreve

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) by Steven Shreve
Springer; 1st edition | June 19, 2008 | English | ISBN: 0387401016 | 570 pages | PDF | 45 MB

"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach….It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance." –SIAM
The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives

The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives by Professor Haim Levy
English | 2012 | ISBN: 1139017454 | 442 pages | PDF | 4,2 MB

The Capital Asset Pricing Model (CAPM) and the mean-variance (M-V) rule, which are based on classic expected utility theory, have been heavily criticized theoretically and empirically. The advent of behavioral economics, prospect theory and other psychology-minded approaches in finance challenges the rational investor model from which CAPM and M-V derive.
Stochastic Calculus for Finance (Mastering Mathematical Finance)

Stochastic Calculus for Finance (Mastering Mathematical Finance) by Marek Capiński, Ekkehard Kopp and Janusz Traple
English | 2012 | ISBN: 1107002648 , 0521535301 | 186 pages | PDF | 0,8 MB

This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black-Scholes option pricing model.
The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives (repost)

The Capital Asset Pricing Model in the 21st Century: Analytical, Empirical, and Behavioral Perspectives by Professor Haim Levy
English | 2012 | ISBN: 1139017454 | 442 pages | PDF | 4,2 MB
Stochastic Calculus for Finance II: Continuous-Time Models (Repost)

Steven Shreve, "Stochastic Calculus for Finance II: Continuous-Time Models"
2010 | pages: 570 | ISBN: 0387401016 | PDF | 7,5 mb
Introduction to Stochastic Calculus for Finance: A New Didactic Approach (Repost)

Introduction to Stochastic Calculus for Finance: A New Didactic Approach By Dieter Sondermann
2007 | 138 Pages | ISBN: 3540348360 | PDF | 1 MB