Stochastic Calculus for Finance II

Continuous-Time Models

(Author) Steven Shreve
Format: HardCover
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"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

Information
Publisher:
Springer-Verlag New York Inc.
Format:
HardCover
Number of pages:
586
Language:
en
ISBN:
9780387401010
Publish year:
2004
Publish date:
June 3, 2004

Steven Shreve

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