Stochastic Calculus for Finance II

Autori

• Steven Shreve

Parametri

• 572 pagine
• 21 ore di lettura

• Economia e affari
• Libri di testo
• Manuali e guide
• Matematica
• Saggistica

Maggiori informazioni sul libro

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.

Lingua: Inglese

Pubblicato: 2010

(In brossura)