Stochastic Calculus for Finance II. This item is unavailable.
Language: English
Published by Springer, 2010
Series: Book 14 of 53 - Springer Finance
- Softcover
- New
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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Condition: New
£ 53.95
Item description from seller
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Seller Inventory # GB-9781441923110
- Title
- Stochastic Calculus for Finance II
- Author
- Shreve, Steven
- Publisher
- Springer
- Publication year
- 2010
- Condition
- New
- Binding
- PAP
- Language
- English
- ISBN 10
- 144192311X
- ISBN 13
- 9781441923110
- Item weight
- 913 grams
- Series
- Book 14 of 53: Springer Finance
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.
"Synopsis" may belong to another edition of this title.
About the Author
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.
"About the title" may belong to another edition of this title.