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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance Textbooks)

Author Shreve, Steven
Publisher Springer
Category Mathematics
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Book Details
PublisherSpringer
ISBN / ASIN144192311X
ISBN-139781441923110
AvailabilityOnly 2 left in stock - order soon.
CategoryMathematics
MarketplaceUnited States 🇺🇸

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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