Stochastic Calculus for Finance: v. 2
Continuous-Time Models
Steven E. Shreve
ISBN: | 9780387401010 |
Publisher: | Springer-Verlag New York Inc. |
Published: | 31 May, 2004 |
Format: | Hardcover |
Language: | English |
Stochastic Calculus for Finance: v. 2
Continuous-Time Models
Steven E. Shreve
This is the second volume in a two-volume sequence on Stochastic calculus models in finance. This second volume, which does not require the first volume as a prerequisite, covers infinite state models and continuous time stochastic calculus. The book is suitable for beginning masters-level students in mathematical finance and financial engineering.
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