Description
| Product ID: | 9780387401010 |
| Product Form: | Hardback |
| Country of Manufacture: | GB |
| Series: | Springer Finance |
| Title: | Stochastic Calculus for Finance II |
| Subtitle: | Continuous-Time Models |
| Authors: | Author: Steven Shreve |
| Page Count: | 550 |
| Subjects: | Finance and the finance industry, Finance |
| Description: | Select Guide Rating Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. "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 |
| Imprint Name: | Springer-Verlag New York Inc. |
| Publisher Name: | Springer-Verlag New York Inc. |
| Country of Publication: | GB |
| Publishing Date: | 2004-06-03 |
