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

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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." --SIAM

AuthorSteven Shreve
EditionSoftcover reprint of the original 1st ed. 2004
Height925 mm
Length610 mm
Width129 mm
Weight174 g
Language TypePublished
Number Of Items1
Number Of Pages550
Package Quantity1
Product GroupBook
Publication Date2010-12-02
Sales Rank456709

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