Stochastic Calculus for Finance II

Stochastic Calculus for Finance II
Author :
Publisher : Springer
Total Pages : 0
Release :
ISBN-10 : 144192311X
ISBN-13 : 9781441923110
Rating : 4/5 (110 Downloads)

Book Synopsis Stochastic Calculus for Finance II by : Steven Shreve

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

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