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

Springer · ENSTK

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

EAN: 9780387401010

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Descriere Stochastic Calculus for Finance II: Continuous-Time Models - Steven Shreve

This is the second volume in a two-volume sequence on Stochastic calculus models in finance. This second volume, which does not require the first volume as a prerequisite, covers infinite state models and continuous time stochastic calculus. The book is suitable for beginning masters-level students in mathematical finance and financial engineering. \n \nThis 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.\n

Detalii

Brand
Springer
Categorie
ENSTK
EAN / GTIN
9780387401010
Magazine
1
Disponibilitate
in stock

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