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

Steven E. Shreve

ISBN 10: 0387401016 / ISBN 13: 9780387401010

Verlag: Springer, 2004

Beschreibung

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.

Bestandsnummer des Verkäufers M00387401016-V

Bibliografische Details

• Titel: Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
• Verlag: Springer
• Veröffentlichungsdatum: 2004
• Sprache: Englisch
• ISBN-10: 0387401016
• ISBN-13: 9780387401010
• Bindung: Hardcover
• Zustand: very good

Über diesen Titel

Inhaltsangabe

"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

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.