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

Shreve, Steven

ISBN 10: 144192311X / ISBN 13: 9781441923110

Verlag: Springer, 2010

Beschreibung

Bestandsnummer des Verkäufers I-9781441923110

Bibliografische Details

• Titel: Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance Textbooks)
• Verlag: Springer
• Veröffentlichungsdatum: 2010
• Sprache: Englisch
• ISBN-10: 144192311X
• ISBN-13: 9781441923110
• Bindung: Softcover
• Zustand: New

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

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.