Stochastic Calculus for Finance II: Continuous-Time Models

Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
- "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
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
Country USA
Brand Springer
Manufacturer Springer
Binding Paperback
ItemPartNumber XIX, 550 p.
ReleaseDate 2010-12-01
UnitCount 1
EANs 9781441923110

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