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

Shreve, Steven

ISBN 10: 144192311X / ISBN 13: 9781441923110

Published by Springer, 2010

About this Item

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Bibliographic Details

• Title: Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
• Publisher: Springer
• Publication Date: 2010
• Language: English
• ISBN 10: 144192311X
• ISBN 13: 9781441923110
• Binding: Paperback
• Condition: Good

About this title

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.