Stochastic Calculus For Finance II: Continuous-Time Models (Springer Finance)
Shreve, Steven E.
Used - Soft cover
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Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages. Seller Inventory # M0144192311X-V
Bibliographic Details
Title: Stochastic Calculus For Finance II: ...
Publisher: Springer
Publication Date: 2010
Binding: Soft cover
Condition: very good
About this title
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.
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.
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