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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) - Hardcover

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Synopsis

"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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From the Back Cover

Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance. The content of this book has 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 refine through classroom experience with...

About the Author

Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.

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  • PublisherSpringer
  • Publication date2004
  • ISBN 10 0387401016
  • ISBN 13 9780387401010
  • BindingHardcover
  • LanguageEnglish
  • Edition number1
  • Number of pages569
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    • 4.43 out of 5 stars
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ISBN 10:  144192311X ISBN 13:  9781441923110
Publisher: Springer, 2010
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