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

Shreve, Steven

ISBN 10: 0387401016 / ISBN 13: 9780387401010

Verlag: Springer, 2004

Beschreibung

Readable, but has significant damage / tears. Has a remainder mark. hardcover Used - Acceptable 2004.

Bestandsnummer des Verkäufers AB-000602

Bibliografische Details

• Titel: Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
• Verlag: Springer
• Erscheinungsjahr: 2004
• Sprache: Englisch
• ISBN-10: 0387401016
• ISBN-13: 9780387401010
• Einband: Hardcover
• Zustand: Acceptable

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.