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ISBN: 9780387401010 - Stochastic Calculus for Finance: v. 2
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Stochastic Calculus for Finance: v. 2

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Steven E. Shreve

ISBN: 9780387401010
Format: Hardback
Publisher: Springer-Verlag New York Inc.
Edition: 1st ed. 2004. Corr. 2nd printing 2010


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Treats the key classical models of finance through an applied probability approach. This book is suitable for those studying the mathematics of the classical theory of 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