Product Information
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. --SIAMProduct Identifiers
PublisherSpringer-Verlag New York Inc.
ISBN-139781441923110
eBay Product ID (ePID)178310669
Product Key Features
Number of Pages550 Pages
Publication NameStochastic Calculus for Finance Ii: Continuous-Time Models
LanguageEnglish
SubjectAccounting, Finance, Mathematics
Publication Year2010
TypeTextbook
AuthorSteven Shreve
SeriesSpringer Finance
Dimensions
Item Height235 mm
Item Weight1750 g
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorSteven Shreve