Stochastic Calculus for Finance I

Autori

• Steven Shreve

Parametri

• 187 pagine
• 7 ore di lettura

• Commercio e vendita
• Economia
• Economia e affari
• Libri di testo
• Matematica

Maggiori informazioni sul libro

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.

Lingua: Inglese

Pubblicato: 2005

(In brossura)