Stochastic Calculus for Finance II: Continuous-Time Models

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.

Author: Steven Shreve
Publisher: Springer
Published: 06/03/2004
Pages: 550
Binding Type: Hardcover
Weight: 2.10lbs
Size: 9.30h x 6.40w x 1.50d
ISBN: 9780387401010

About the Author

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.

This title is not returnable