"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
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
#ad
Author: Shreve, Steven
Binding: Hardcover
ISBN: 9780387401010
Details:
Author: Shreve, Steven
Brand: Springer
Edition: First Edition
Binding: Hardcover
Number Of Pages: 569
Release Date: 03-06-2004
Part Number: 12687876
Package Dimensions: 9.4 x 6.4 x 1.5 inches Languages: English