Stochastic Calculus for Finance II
Author | : Steven E. Shreve |
Publisher | : Springer Science & Business Media |
Total Pages | : 586 |
Release | : 2004-06-03 |
ISBN-10 | : 0387401016 |
ISBN-13 | : 9780387401010 |
Rating | : 4/5 (010 Downloads) |
Book Synopsis Stochastic Calculus for Finance II by : Steven E. Shreve
Download or read book Stochastic Calculus for Finance II written by Steven E. Shreve and published by Springer Science & Business Media. This book was released on 2004-06-03 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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