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Stochastic calculus for finance v. 2 continuous time models

Shreve, S.E.

9780387401010 - Stochastic calculus for finance v. 2 continuous time models
Secondhand

Article description

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

Specifications

Author Shreve, S.E.
ISBN/EAN 9780387401010
Can't be ordered

Article description

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

Specifications

Author Shreve, S.E.
ISBN/EAN 9780387401010