Stochastic Calculus for Finance II: Continuous-Time Models - Couverture souple

Shreve, Steven

Couverture souple

ISBN 10 : 144192311X ISBN 13 : 9781441923110

Editeur : Springer, 2010

Synopsis

This text has grown out of a two-semester course sequence in the Carnegie Mellon Master's program in Computational Finance. It contains numerous examples, exercises, and references. It assumes the reader is familiar with differential and integral calculus and basic concepts from calculus-based probability. It does not assume familiarity with measure-theoretic probability, but rather informally develops the necessary tools from this subject within the text.

A propos du livre

À propos de l?auteur

Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.

À propos de la quatrième de couverture

Stochastic Calculus for Finance evolved from the first ten years of the Carnegie Mellon Professional Master's program in Computational Finance.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 144192311X
• ISBN 13: 9781441923110
• Reliure: Broché
• Nombre de pages: 572
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne