Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
Publisher: SpringerPublish Date: 2004-06-03
Format: Hardcover , 550 pages
isbn-10: 0387401016 isbn-13: 9780387401010
Edition: 1st ed. 2004. Corr. 2nd printing
isbn0387401016
Stochastic Calculus for Finance II: Continuous-Time Models (Springer Finance) (v. 2)
Publisher: SpringerPublish Date: 2004-06-03
Format: Hardcover , 550 pages
isbn-10: 0387401016 isbn-13: 9780387401010
Edition: 1st ed. 2004. Corr. 2nd printing
editrorial reviews
Editorial Review
"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