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

Stochastic Calculus for Finance II: Continuous-Time Models By Steven Shreve Cover Image

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

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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.

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.
Product Details ISBN: 9781441923110
ISBN-10: 144192311X
Publisher: Springer
Publication Date: December 1st, 2010
Pages: 550
Language: English
Series: Springer Finance