Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
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Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)

A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions. In summary, this is a well-written text that treats the key classical models of finance through an applied probability approach. . . . It should serve as an excellent introduction for anyone studying the mathematics of the classical theory of finance. -SIAM

  • TitleStochastic Calculus for Finance II: Continuous-Time Models (Springer Finance)
  • BrandSpringer
  • ManufacturerSpringer
  • BindingPaperback
  • ProductGroupBook
  • ItemPartNumberXIX, 550 p.
  • ReleaseDate2010-12-01T00:00:01Z
  • UnitCount1
  • EANs9781441923110