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Image of - Stochastic Calculus For Finance II Continuous Time Models | Hardcover
Stochastic Calculus For Finance II Continuous Time Models | Hardcover

Stochastic Calculus For Finance II Continuous Time Models | Hardcover

by Shreve S

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

Highlights

  • binding-icon

    9780387401010

    ISBN:

  • binding-icon

    Shreve S

    Author:

  • binding-icon

    550

    Pages:

  • binding-icon

    953 gm

    Weight:

  • langauage-icon

    English

    Language:

  • date-icon

    2004

    Year:

  • edition-icon

    1st Edition

    Edition:

  • binding-icon

    Hardcover

    Binding:

4850

6062

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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