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Stochastic calculus for finance / 2, Continuous-time models.

Publisher: New York, NY ; Heidelberg : Springer, 2004.
Series: Springer finance : Textbook
Edition/Format:   Print book : EnglishView all editions and formats
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"A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.

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Genre/Form: manuel
Lehrbuch
Material Type: Internet resource
Document Type: Book, Internet Resource
ISBN: 0387401016 9780387401010
OCLC Number: 314367468
Description: XIX, 550 S. : graph. Darst.
Contents: Vol. 1 The binomial asset pricing model. Vol. 2 Continuous-time models.
Series Title: Springer finance : Textbook
Responsibility: Steven E. Shreve.

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From the reviews of the first edition:"Steven Shreve's comprehensive two-volume Stochastic Calculus for Finance may well be the last word, at least for a while, in the flood of Master's level Read more...

 
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