Stochastic Calculus for Finance I

Stochastic Calculus for Finance I
Author :
Publisher : Springer Science & Business Media
Total Pages : 212
Release :
ISBN-10 : 0387249680
ISBN-13 : 9780387249681
Rating : 4/5 (681 Downloads)

Book Synopsis Stochastic Calculus for Finance I by : Steven Shreve

Download or read book Stochastic Calculus for Finance I written by Steven Shreve and published by Springer Science & Business Media. This book was released on 2005-06-28 with total page 212 pages. Available in PDF, EPUB and Kindle. Book excerpt: Developed for the professional Master's program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several years Exercises conclude every chapter; some of these extend the theory while others are drawn from practical problems in quantitative finance


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