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

Shreve, Steven

ISBN 10: 0387401016 / ISBN 13: 9780387401010

Editore: Springer, 2004

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Codice articolo 000660853U

Dati bibliografici

• Titolo: Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
• Editore: Springer
• Data di pubblicazione: 2004
• Lingua: Inglese
• ISBN 10: 0387401016
• ISBN 13: 9780387401010
• Rilegatura: hardcover
• Edizione: First Edition.
• Condizione: Good

Descrizione articolo

Riassunto

"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

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.