Stochastic Calculus For Finance II: Continuous-Time Models (Springer Finance)

Shreve, Steven E.

ISBN 10: 144192311X / ISBN 13: 9781441923110

Editore: Springer, 2010

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Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Codice articolo M0144192311X-V

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Titolo: Stochastic Calculus For Finance II: ...

Casa editrice: Springer

Data di pubblicazione: 2010

Legatura: Brossura

Condizione: very good

Descrizione articolo

Riassunto:

This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.

Informazioni sull?autore:

Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.