ENGLISH

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)

By Steven E. Shreve

Book information

Publisher
Springer
Year
2004
ISBN
0387401016, 9780387401010
Google Books ID
O8kD1NwQBsQC
Language
english
Format
PDF
Filesize
7 MB (7857841 bytes)
Edition
1st
Pages
570\570
Orientation
no
Scanned
no
Time added
2011-08-31 04:54:40

Description

"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

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