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Stochastic Calculus for Finance II: Continuous-Time Models

Stochastic Calculus for Finance II: Continuous-Time Models - Paperback

by Steven Shreve
$69.99

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Stochastic Calculus for Finance II: Continuous-Time Models

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Availability:In StockContributor:Steven ShreveSeries:Springer FinancePublish date:2010-12-01Pages:550
Language:EnglishPublisher:SpringerISBN-13:9781441923110ISBN-10:144192311XUPC:9781441923110Book Category:Business & Economics, MathematicsBook Subcategory:Finance, Applied, Probability & StatisticsBook Topic:Stochastic ProcessesSize:9.21 x 6.14 x 1.16 inchesWeight:1.7417Product ID:SCSH8QJAS8

This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.

Language:EnglishPublisher:SpringerISBN-13:9781441923110ISBN-10:144192311XUPC:9781441923110Book Category:Business & Economics, MathematicsBook Subcategory:Finance, Applied, Probability & StatisticsBook Topic:Stochastic ProcessesSize:9.21 x 6.14 x 1.16 inchesWeight:1.7417Product ID:SCSH8QJAS8

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.


Publisher: Springer

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Softcover Repri Edition

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Steven Shreve

Author

Steven Shreve

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