Stochastic Calculus for Finance Ii: Continuous-Time Models (Springer Finance)
Shreve, Steven
ISBN 10: 144192311X ISBN 13: 9781441923110
Published by Springer, 2010
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Soft cover
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About this Item
Description:
Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00089766174
Synopsis:
This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.
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.
"About this title" may belong to another edition of this title.
Bibliographic Details
Title: Stochastic Calculus for Finance Ii: ...
Publisher: Springer
Publication Date: 2010
Binding: Soft cover
Condition: Good
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