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STOCHASTIC CALCULUS FOR FINANCE II: CONTINUOUS-TIME MODELS

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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.

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Availability

10007544

332.0151 SHR s

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

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Statement of Responsibility

Steven E. Shreve

Call Number

332.0151 SHR s

Publisher

Pittsburgh : Springer., 2003

Collation

xix, 550 p. : ill. ; 24 cm.

Language

English

ISBN/ISSN

0-387-40101-6

Classification

332.0151

Content Type

-

Edition

-

Subject(s)

Buku Umum
Finance
Mathematical Model
Textbooks
Stochastic Analysis

Specific Detail Info

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Other version/related

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