Stochastic Calculus for Finance I

Auteurs

• Steven Shreve

Paramètres

• 187 pages
• 7 heures de lecture

• Affaires et économie
• Commerce et vente
• Économie
• Manuels
• Mathématiques

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This two-volume book, rooted in Carnegie Mellon's Master's program in Computational Finance, introduces fundamental concepts in discrete-time and advances to stochastic calculus in continuous time. It features intuitive explanations, probability theory, and practical exercises, catering to advanced undergraduates and Master's students in mathematical finance.

Achat du livre

• Année de publication: 2005
• Reliure: (souple)