Stochastic Calculus for Finance II
Author | : Steven Shreve |
Publisher | : Springer |
Total Pages | : 0 |
Release | : 2010-12-01 |
ISBN-10 | : 144192311X |
ISBN-13 | : 9781441923110 |
Rating | : 4/5 (1X Downloads) |
Download or read book Stochastic Calculus for Finance II written by Steven Shreve and published by Springer. This book was released on 2010-12-01 with total page 0 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