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D�tails bibliographiques

Titre

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

�diteur

Springer

Date de parution

2004

Langue

anglais

ISBN � 10 chiffres

0387401016

ISBN � 13 chiffres

9780387401010

Reliure

hardcover

�dition

First Edition.

�tat de l'article

Good

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A propos de ce titre

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.

� 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.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

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