Stochastic Calculus for Finance II: Continuous-Time Models by Steven Shreve (Hardcover, 2010)
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Product Information
This book evolved from the first ten years of the Carnegie Mellon professional Master's program in Computational Finance. The contents of the book have been used successfully with students whose mathematics background consists of calculus and calculus-based probability. The text gives both precise statements of results, plausibility arguments, and even some proofs. But more importantly, intuitive explanations, developed and refined through classroom experience with this material, are provided throughout the book. Volume I introduces the fundamental concepts in a discrete-time setting and Volume II builds on this foundation to develop stochastic calculus, martingales, risk-neutral pricing, exotic options, and term structure models, all in continuous time.Product Identifiers
PublisherSpringer-Verlag New York Inc.
ISBN-139780387401010
eBay Product ID (ePID)86713357
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 Textbooks
FormatHardcover
Dimensions
Item Height235 mm
Item Weight2160 g
Item Width155 mm
Additional Product Features
Country/Region of ManufactureUnited States
Title_AuthorSteven Shreve
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- 07 Feb, 2019
Almost brand new
This book is a really famous textbook. And the condition is brand new! Thanks!Verified purchase: YesCondition: Pre-owned
