Stochastic Calculus for Finance II

Auteurs

• Steven Shreve

Paramètres

• 572 pages
• 21 heures de lecture

• Affaires et économie
• Manuels
• Manuels et guides
• Mathématiques
• Nonfiction

En savoir plus sur le livre

This book offers a comprehensive introduction to classical finance through mathematical probability, focusing on stochastic calculus and its applications. It includes intuitive explanations, essential probability theory, and advanced topics like martingales and risk-neutral pricing. Ideal for master's students and researchers in finance.

Achat du livre

• Année de publication: 2010
• Reliure: (souple)